FTP would be the cheapest. FTP is older than dirt, you can easily roll your own solution without having to worry about 3rd party certification (Drummond Group certification for AS2 software, for example). You could use Windows batch files to send files via FTP if you wanted to, but there's a ton of free software out there. You wouldn't incur per transaction charges like you would with a VAN (the most expensive option on your list).
Not every partner is going to support standard (clear) FTP.
In order of cost:
FTP (free)
SFTP (would probably need a small software investment)
AS2 (software investment - Cleo Lexicom, etc, but no transaction
charge)VAN (usually a mailbox / subscription fee with a charge per
kilocharacter or transaction - on going)
With my implementation, I'm supporting all three (FTP, AS2, VAN), because that's what my trading partners wanted.