The most bang for the buck and most simple is nitrous. It also has the most risk involved and the hassle of having to refill bottles.
Superchargers/blowers are not cheap but you have power on demand, they are not hard on parts and there are no bottles to turn on or fill. Roots style blowers (the big shiny ones) are less efficient than the centrifugal (hair dryer style) both make big power just in different ways. Neither are very hard to install.
Turbos are excellent power adders they are/can be very efficient. They are a little more of a challenge to package and install, you have to have space. In some cases turbo lag is an issue (which is why they weren't a choice for drag racers until recently). Turboa are also easy on parts.
All three work differently but, pretty much have the same effect. If you are on a tight budget and only want an extra 100HP then nitrous is hands down the easy and only choice. You left a lot of detail out so there is no way to say which is better, it all depends on your budget and goals. All are very effective and have advantages and disadvantages.
There is a lot more to it but, that covers most of the basics. To get the most out of any of them you need to build the engine specifically for it.
Royce