Set screw: Mounts to the barrel with one, sometimes two, screws. Needs the barrel to be dimpled so the screw(s) have somewhere to sit. Some barrels come dimpled, some don't. Requires a cheap jig and a electric drill/drill press to do.
Clamp-on: Pretty simple, slide the block on the barrel and clamp it down by turning the two screws.
Pinned: Probably the hardest of the three to do. Two, sometimes one, 'slots' are drilled in the bottom of the barrel and the pins in the gas block line up with the 'slots' to hold it into place. Again, requires a drill press and some basic machining skills.
Strongest to weakest would be pinned, then set screw, then clamp on. But that's debatable. I've heard of someone trying to break a clamp-on loose, but ended up shearing the barrel index pin instead.
Hope this helps.