EFS is the easiest since it's tied into your Windows login, and it's built in. Keep in mind you have to reset the Windows password from inside the account or you risk losing access to the folders.
Truecrypt is best for portability. You can encrypt stuff and move the volume between machines.
I use Truecrypt to do this sort of thing, and it's credentials being separate from my Windows account is it's biggest selling point for me.