Of course, these depend on your overall goals for the site, but in order of lowest load times to highest load times:

1. Text - HTML formatted - Google can read this, and it adds to your searchability.
2. Image - Highly optimized - as small of a file size as possible. This will not typically be seen by a search engine and doesn't provide any search advantage.
3. YouTube or embedded code - This will only load as fast as the other service provider.  This won't provide you extra search credibility with Google and will delay loading the page until this resource can be downloaded and rendered from the third-party provider.