I need to perform a very large sql server insert from a c# application. Somewhere in the range of 20,000 through 50,000 records.

What is the fastest way through SQL server to perform the insert?

There are several options I know of, but I don't know which is the fastest.

   insert into MyTable(column1, column2, ..., column*)
   select 'value','value',...,'value'
   union
   select 'value','value',...,'value'

VS

   insert into MyTable(column1, column2, ..., column*)
   exec('select ''value'',''value'',...,''value'''
        'select ''value'',''value'',...,''value''')

VS

   bulk insert from a data file

VS

   Any better way that you know of :)