SQL Negation: Find X when X does not do Y
I would personally use the JOIN, because the query here is fairly simple. You are just matching two tables.
A subselect is handy for more complex lookups though.

But each DBMS has its own way of parsing and optimizing queries.
You should run the execution plan on each query and compare results.

Like with Mysql, use the EXPLAIN command to determine which one would perform better. To get representative results you should fill up the tables with sample data. Add a least a few thousand records.
Also add indexes where appropriate. It could be interesting to run the tests with and without indexes.

The presence (or lack) of indexes will affect the query optimizer. Sometimes you have to provide hints, if the query optimizer does not choose the 'best' index.

It should be noted that performance is related to good DB design. These table examples have no primary key, no index etc.