I've personally used USB, WiFi, Bluetooth, and about all of the others (I guess you could say its my job
). I've never had an issue using WiFi with Windows. However, WiFi won't work with Android. You'll need to use Bluetooth on Android.
If your laptop is Bluetooth-enabled, Bluetooth should work on it just as well as WiFi. If its not, you can usually get a little Bluetooth USB adapter for around $30. Bluetooth seems a little more stable than WiFi usually. The OBDLink Bluetooth also has a USB plug on the other side, so you can still take your laptop out to the car if you ever need to.