Out of the 3, I prefer the ones in the glass jars. The filets used for the jars always seem to be thicker & have a richer, nuttier less "fishy" flavor than the ones in oil in the tins. In fact, I've found some less expensive tinned brands to be really skimpy, to the point where they come out in one big glob & literally disintegrate when you try to separate them.
Although I know that many authentic Italian cooks swear by the ones packed in salt, the one time I bought them - entirely by accident - lol!! - in an Italian deli in NY, I didn't care for them. Granted, some of it may have been because I just wasn't used to seeing/using the whole fish minus nothing but it's head, but a lot of it was the fact that it didn't at all resemble in appearance or taste, the anchovy-in-oil filets I grew up with. The salted fish tasted just like that - salted fish. And even after thorough rinsing & in some cases soaking, they were still extremely fishy without that traditional anchovy flavor.
I don't think I'd care much for them frozen or dried, but I bet smoked would be interesting, as I have had & liked smoked herring, which is pretty much the same fish.