Which Connector is better?

There are so many possibilities to connect a foreign system with a SAP system. I would know which interface is the best. There is connection with the SAP web Application server Java and stack ABAP, or one can build up just an easy connection over Java Connector. There are still many other like IDOCs and ALE, business Connector and XI. Which criteria are important to make a decision?

Would you prefer the JCo to Business Connector and why? I dont understand it.

regards

Sabine