SQL Fastest Way to find Data Difference Between Two Tables
There is no firm answer. David Lozinski conducted a study below, and found different methods succeed depending on row count, statistics, cardinality.

Fastest way to insert new records where one doesn’t already exist

I had an opportunity to test the tablediff utility, for some reason it was performing lot slower (2-3x slower) compared to T-SQL methods below. However it is good for conducting cross-server table differences (originally used in Replication method).