According to LIVESTRONG.COM, "In general, drinking coffee on its own in moderation is good for your health."
Although the caffeine in a cup of coffee can temporarily increase your blood pressure, it provides a large dose of antioxidants that may protect against heart disease, Alzheimer's and some forms of cancer.
I'd go with the idea that plain coffee is better for you than the excessive sugar and variety of chemicals you'd get from Mountain Dew or any other soda.
Of course, if you get your coffee from one of those sugary milkshake things like they sell at Starbucks then it's probably a toss-up.
I've been drinking my coffee without cream or sweetener for the past 40 years or so and now I have an aversion to sweetened beverages. I usually go with two largish mugs in the morning. After that it's unsweetened tea, water or the occasional glass of stout
On rare occasions I'll have a Coke or a glass of fruit juice, but that's usually when no other acceptable beverage is available. Juice (and those juice blends and drinks) tend to be mostly empty calories from the sugar that naturally occurs (or that gets added to things like Sunny D). Whole fruit is much more nutritious.