That depends what it is you're trying to do?
The last one is a hashbang, and if you structure your site correctly that would also serve proper content for Google.
In other words, this ajax link:
http://example.com/#!/Contact
would be converted by Googlebot to:
http://example.com/?_escaped_fragment_=Content
And when that page is visitied you should serve up the same content as on the ajax driven page, but without ajax so Googlebot can read it.
Other than that, it makes no difference what you use, as long as it works