Bluetooth, not enough range. XBee, you have to do everything yourself. RF, this term is a bit vague; what kind of RF were you thinking of?
To expand a bit. Bluetooth is meant to converse over very short ranges, so it probably won't reach the far corners of a house. XBee has much greater range, but the inexpensive modules may not reach corner to corner of your house. For this reason, I used the Series 2 XBees (I think they're called XBee ZB these days), because they will form a network automatically and do store forward to move data around the network transparently. This store forward solved my problems with an XBee out of range, just put one in the middle somewhere and data gets automatically routed. However, you have to build your own devices that the XBee will control; there just aren't many devices you can pick up and use.
RF (radio frequency) can mean most everything: XBee, Bluetooth, Wifi, etc. You need to get more specific with this one.