Rope. Gives you the pleasure of watching them squirm while you choke the life out of them. Is easily destroyed, but can leave bruising or marks on your hands if done improperly. Then again...
Wrench/Pipe/Candlestick. Gives you the satisfaction of beating the bastard/cunt to death. Is hard to dispose of, but can be hidden in plain view. I'd rather use a baseball bat or chair leg. Burn it along with their body.
Knives are fun and just as intimate as the above two choices.
Gun. Severely overrated, boring, and overall unsatisfactory. Yawn e_e