I tend to use them all at some point or another which is why I fiddled with the terms to clarify what each option does. Also being a techie, I use the RSS feed and get posts sent directly to my Mozilla Thunderbird e-mail program that is open pretty much 24/7. So sometimes I read them there, too
Once I figure out how to get messages directly beamed into my head the second anyone hits "Post", I think I'll probably favor that option.

As a reminder on RSS feeds, the RSS link on the menu above covers all new messages on the whole forum. If you want to monitor a specific area, use the little

link next to the forum section.