I'm a HUGE HUD fan. So, naturally - I'm gonna lean towards #4...HUD'S THE WAY TO GO! Also, refering to the comment made earlier, screen objects are only laggy/inefficient if you make them that way.
Compared to the message log, using screen objects is very laggy. Everything you do is adding lag to the game, and I'd hope that messages in the message log would cause less lag than using who knows how many screen objects to display the same message. Also, the message log displays the same text that you'd use screen objects for, and using the message log causes less lag, so that would make using the message log more efficient.
I would recommend HTML pop-ups, or the browser window, because they have the most versatility.