1. A Data Storage Device (DSD), comprising: a Non-Volatile Random Access Memory (NVRAM) for storing data; a Storage Class Memory (SCM) for storing data, the SCM having at least one characteristic of being faster than the NVRAM in storing data, using less power to store data than the NVRAM, and providing a greater usable life than the NVRAM for repeatedly storing data in a same memory location; and a controller configured to: receive a write command to store data in the DSD, the write command indicating an address for the data; select at least one of the NVRAM and the SCM for storing the data of the write command based on a number of previously received write commands indicating the address or a priority of the write command; store the data for the write command in the selected at least one of the NVRAM and the SCM; and adjust at least one threshold for selecting the SCM or for retaining data in the SCM based on at least one of a data capacity of the SCM, a number of write commands received by the DSD, and a size of the data.