I have worked with all of these methods at some point, along with others- strawbale, rammed earth etc....I built my last home out of Structural Insulated Panels (SIPs) and could not have been happier. They are cut in the factory and you assemble them on-site like a big jigsaw puzzle. Structure, insulation and sheathing in one shot. Faster than any other method and twice as strong as stick built. Properly installed, they will give you an extremely tight house with little thermal bridging. That said, stickbuilt with either a double stud wall or exterior rigid foam and blown cellulose is also a great way to go. Most folks are now leaning away from using spray foam for the wall cavities- it is expensive and if you get any water intrusion, you can have problems. Roofs- it is a great product. Walls- cellulose and exterior rigid foam is often a better and always a less expensive choice. ICFs can be good, but time consuming and tricky to do unless you really know what you are doing- pouring that much concrete and getting the bracing right requires experience.
If you go to the JLConline forum and browse the Building Science section, you will find a lot of good info. I second BuildingScience.org as a great site for info on all kinds of wall assemblies.