Is there a good reason to prefer one method of installing over another?
First of all, you are describing methods to download drupal, not install. If you use drush dl or drupal site:new my_site_name, this is the same as downloading the tar ball and extracting it. If you want to install drupal, you use drush si or drupal site:install, where you can provide the details for installation like database connection on the command line instead in the standard web installer.

To describe the different download methods, as mentioned drush dl and console site:new are only a shortcut for downloading the tar ball. On the other hand, if you use composer, you don't load the tar ball, but use composer to load each of the components, that are in drupal. If you plan to use only the drupal releases and want to follow the normal upgrade path, you don't need to do this. If you want to use dev versions and want to update without the need to download the whole project, use composer. Probably in combination with git for a complete dev workflow.