The 1st and 2nd are completely equivalent. The third one is the shortest in terms of the character count. Also, forward slash is supported as path separator on platforms other than Windows, too. But that is not so important if you are hardcoding a Windows-specific path. I'd say, any of the three are safe. An incorrect (error-prone) way would be using unescaped backslashes:
myFile = "C:\My Documents\test\hello.txt"