best wireless way to connect to arduino?

What bandwidth? What distance?

BT can be high bandwidth and is short distance. XBee is low bandwidth (56Kbs) and
longer distances 300ft outdoors, line of site, 1mW. If you buy a radio module
you will pay $20-$25 for either one. The trade-off is bandwidth and distance.

The Blue-Giga BT modules are easy to use. The XBees are trivial to setup and use.
If you think you want to talk to your phone then XBee is out.

(* jcl *)