well, most people use serial, but usb is becoming popular, too. most development boards come with either serial or usb, the latter being a little more expensive.
bluetooth should be reliable, has good range, its high speed, simple to use, and handles interference very well. but yea, its a bit pricy.
looking at the site for the RF link device, my impression of it is that its good, although a bit slow at only 2400bps. note that its only for one way, meaning one only recieves, and the other only transmits. if you get a second pair ($24), you can transmit and recieve data.
you might find this post very helpfulhttp://www.societyofrobots.com/robotforum/index.php?topic=104.0