Copying a reasonable number of reasonably-sized files should be fast enough by any reasonable method. A bit vague perhaps but the differences are probably too small to measure dependably.

If the files are really big or you have many smaller files, the methods can be compared with Benchmark. Benchmark is normally used to perform many, many repetitions of the same operations in order to gather meaningful statistics. Running many file copy operations could seriously thrash your disk so I wouldn't run any more than a few reps. If that's not enough for to gather stats, you've got your answer (ie, doesn't matter).

Update: This assumes that the folders are on the same computer. Network issues may suggest other methods like tar.