Apple Thunderbolt or HDMI for external monitor
Adding another monitor cannot be anything other than more resource-intensive - every pixel takes resources to drive it &amp; draw to it.

The 15" Retina screen resolution is 2880 x 1800
A standard 27" screen is 2560 x 1440 - almost doubling the number of pixels you're asking the machine to draw.
A 27" Retina 5k screen is 5120 x 2880 - almost four times the screen area you already have.

To come closer to actually answering your question…
In order of personal preference, I would choose
Thunderbolt > DisplayPort
HDMI
DVI
I would avoid VGA entirely these days.