AC Delco Coil Near Plug - aka "The LS2 Coil"
This is where it gets interesting. The OEM application for this coil is the GM LS2 V8, powering Cameros, Corevettes, and various GM trucks and SUVs over the past decade (PN# D514A). It is termed coil near plug because they are mounted on the valve covers and there is one for each cylinder. The complete setup with coil, weatherproof pigtail, and sparkplug lead can be had off ebay for around $45 (from different vendors, of course). This makes it the second most expensive setup but I think well worth it.
This coil is immensely popular with the DIY electronic engine control community. You can read all about it on this page. The most attractive feature of this coil is that it can be triggered with almost any signal that rises above about 3 volts. In automotive lingo it has a "built-in igniter" meaning the power transistor, protection diodes, and noise suppression components are in the coil package itself and so it can be triggered by a low-current logic level signal. It even has a dwell limiting feature which keeps the coil from burning up if the trigger pin is held high too long. I am triggering it directly from a logic pin on my 3.3V micro-controller - not a single component between the micro's pin and the coil connector. The optimum dwell time is about 5 ms at 12V, which is perfect for a 50% duty cycle at 100Hz - I've run it up to 200 sparks/second with good results as well. Spark energy is visibly higher than the other three inductive systems with a fat, purple spark. It pulls a healthy 2.9 amps at 100 sparks/second and should run on power from 6-16 volts with no issues. When you throw in OEM automotive engineering and reliability (even if it is from GM), this system looks really attractive.
RCEXL CDI System
This is a capacitive discharge ignition module for radio controlled small engine applications. Like the LS2 coil, it may be triggered via a 3.3V low current signal. It is designed to operate over a more narrow range of voltage (4-6V). As a hobby system, I would expect that the engineering, quality, and durability is somewhat less than the LS2 coil. However, it is a CDI system and should deliver higher voltage to the plug. It pulls about 0.5 Amps at 5V and the sparks are pencil thin and bright white. The spark plug cap has a unique metal shell and shield high voltage cable that grounds the ignition system directly at the plug and helps to reduce radiated noise. However, as I discussed in a previous post, this ignition seems sensitive to shorts of the spark plug - it is far more likely to cause processor resets with a short than the other inductive systems. It weighs only 150 grams with cable and boot which is about half of the LS2 coil setup.
I think the LS2 setup is the obvious winner for most applications given the level of engineering, simplicity of interface and integration, and operating voltage range. It might save a pound over a MSD type system and would probably provide better reliability. The RCEXL system might be preferred if you were on a severe weight or power budget or you were trying to ignite mixtures at high pressures (+200 psi). For my igniter, which lights at just over ambient and runs at 100 psi, all four options ignited with no measurable differences.