All of those are good ways. The binaries on
nodejs.org and
iojs.org are pretty broadly compatible.
Package manager works well -- check out
deb.nodesource.com. They're good quality packaging, unlike the debian "-legacy"-ized nodejs package.
Compiling from source works, too, though things that ship with binaries for the stock binaries may have to rebuild, too. But if you're building from source, one can assume you're comfortable with that.
Aria