How do I choose primary keys for star schema BI data warehouse?
Almost always surrogate keys (your "Auto Incrementing primary key") are best in data warehouses. I have seen very few exceptions where this is not the case (but some do exist) - yours does not seem to be exceptional. To answer why would be repeating stuff you can find all around the web, by the giants in the field, for instance: http://www.kimballgroup.com/1998/05/surrogate-keys/