Loaded question! It really depends how far you wish to go down the rabbit hole.
The Peripheral Expansion Box
Arguably the most expensive route, it takes up some space, but it affords the user the most expansion options of any other. If I were starting out and planned to stick with it over time it's the best option (in my opinion). It also supports the TIPI, and gives you the option of running a SAM's card which when more is developed for it might become more useful and popular.
The TIPI/32K/Raspberry Pi
This route gives you the most power in the smallest footprint of any other option. The TIPI is currently supported and more and more USEFUL programs and applications are being developed for it. If you cannot spare the space for a full-fledged P-Box, this would be my second choice. I might add that all the hardware in this configuration is well built and reliable.
One of the least-expensive routes as it gives you 32K and some storage capability. Some people like it and have luck with it, but it's been known to be flaky. I personally have had three fail on me, so I cannot honestly, with my bias recommend it. The Nano also ends your expansion options and locks you into it's limited capabilities.
Good luck with your decision!