[apinkel]

USB and wifi give about the same speed for me, bluetooth is quite a bit slower.
USB and bluetooth run with about the same level of heat, wifi runs hotter.
USB works well if you are connected to a desktop or if your laptop has a monster battery.
wifi works well if you can charge your phone (via AC or car charger) while surfing or if you need to share your connection with multiple PC's.
Can't think of a good reason to use bluetooth unless you need to be wireless and want more security than wifi.