It's a hard comparison! In the end, it's up to you. You probably already know the specs of both of them, so no need to repeat them here.
The question to ask to help you decide is: which is more important to you - touch or sound? CP33 will have a better touch (closer to the real piano) from my experiences of the same generation of Yamaha keys. RD300SX will have better sound. Roland's acoustic sounds are always better (especially piano and strings). Seeing that Roland has taken great pain to sample each 88 note, the RD300SX piano sound will be excellent. Yamaha chose to multi-sample notes (resonance, release samples etc) which is also great but they did not mention sampling individual notes.
Both are well thought out in terms of functions including zone faders which is the most important thing in keyboards of this kind, particularly when you layer sounds. The other preference comes whether you prefer wheels or stick for controlling modulation/pitch bend. Pitch bend is usually not very helpful in stage pianos - the main thing is the mod wheel particularly when playing B3 organ sounds for controlling the leslie. I always find mod wheel better since the pitch stick is spring-loaded and you have to hold it down for it to stay in position.
RD300SX is lighter and has double the polyphony. This also depends on your need - 2.5 kg difference may not be much; polyphony depends on how often you layer your sounds and how you play them. 128 polyphony is nice to have.
In the end, the choice and preference is up to you. Get the one you think will give you hours and hours of fun.