Hmm, it depends on your setup. And how big/how many files you wish to transfer.
Data cable needs plugging in (obviously), but it gives best speed.
Bluetooth (OBEX) is convenient for single and rather small files.
Wireless is pretty speedy, so if you (for some reasons) don't want to use cable, you can use FTP/SCP to transfer fairly large files.
What do you mean by safety of the transfer? Probability that the file will not be corrupted?
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