Fan: easy to install, cheap, good performance if cooler is big (noctua hd15 is huge but it beats the h100 aio) but can be loud. In my case is not very "loud" but wind in the case makes a gniiiiiiiii annoying sound at full speed.
aio cooling: easy to install, not so cheap, the pump can fail, the liquid can leak out, silence.
Custom loop: can be expensive, hard to get and install, supreme cooling performance.
Phase change cooling: expensive, it use the refrigerator sistem to cool, very expensive
The other one is when all the component are immerse (almost) in the water/mineral oil but not for normies