Should I file a civil or criminal lawsuit against someone who threw a baseball bat at me out of anger but missed hitting me?

You can actually do both.  However, one can influence the other.  Specifically, the defense could argue that the filing of the criminal charge was motivated by money, as evidenced by the filing of the civil suit.  The decision to file one or the other really depends on what you want to accomplish.  If you want the defendant to have a criminal record and maybe ordered into anger management counseling, then file the criminal charges.  If you just want to send him a wake up call that this is not appropriate behavior, then go the civil route.  Because you weren't injured and you don't mention any great amount of emotion trauma, you're not likely to get a huge cash award out of a civil suit-- so it's value is going to be more in the form of accountability-- just less intense than a criminal filing.