Differential to single-ended conversion - transformer or instrumentation amp?
I think, depending on the specifics of the datasheets, that the transformer will give you a better BW, and galvanic isolation, if you like that. I think Analog Devices has some slick isolators based on transformers packaged into normal IC packages. 

INAs could work, but you might want to bias your signal up a bit to get it off the ground power rail (assuming you don't just reference it and use a dual supply), for better performance.  That might not be true so much anymore, but it sure used to be.