myString.isEmpty() is probably best if you are working on a recent version of Java (1.6). It is likely to perform better than myString.equals("") as it only needs to examine one string.
"".equals(myString) has the property of not throwing a null pointer exception if myString is null. However for that reason alone I'd avoid it as it is usually better to fail fast if you hit an unexpected condition. Otherwise some little bug in the future will be very difficult to track down.....
myString.equals("") is the most natural / idiomatic approach for people wanting to keep compatibility with older Java versions, or who just want to be very explicit about what they are comparing to.