Platform-independent libraries
Now that we've had an overview of the different protocols available, let's look at a few libraries to help you implement these connections. First, the bad news: there are no platform-independent options for Bluetooth, NFC, or USB. The good news: platform-independent synchronization over Wi-Fi is possible as long as you're willing to manually create an ad hoc network on one device and connect to it from the other device.
USB
From a security and reliability standpoint, it's hard to beat wires. The primary problem with USB is that not all mobile devices include a USB port. However, if a port is available, this is a great way to share data between two devices. It avoids the complicated pairing of wireless protocols, relying only on a hard-wired connection.
You'll still want authenticate, but you don't have to worry about other people eavesdropping on the connection—something that all wireless connections have to worry about (though the shorter the range, the less...