The answer for me is as always "It Depends". Option 3 offers the most flexible solution for most needs.
I would go with option one for most solutions, as it is the least complex, and offers a unified hosting solution in AppFabric.
I do not need BizTalk to get an enterprise service bus pattern, but ... if the solution was for a high volume mission critical enterprise solution with a lot of integration, sure BizTalk would be an option I would like to be able to consider. The price tag would be the deciding factor, Jitterbit offers similar integration features for less.
Generally I would start with an approach like the one in the SOA Pattern link below and add pieces as needed, it's SOA right?, so composability should be my hallmark. I should be able to snap in the pieces I need as I need them, as it is standards based, so technology/product is less of a worry than in non-SOA solutions.
SOA Design Pattern
Achieving Integrity in Service Orientated Applications
Why your SOA needs to be like a VW Beetle