HTML is more search engine friendly, lowest percieved load time, and the least work when it comes to maintenence. And I have done tours in all three formats. Here is what I have found works . . .
Do it as a pop up (user initiated) and as the user clicks through the tour, change the window.opener to match the section of your tour while keeping the popup focused. Then the person can "get off the tourbus" at any point and they are there in the section they want.
Your biggest challenge is to combat people's prejudice of all the other useless tours that they have taken in their life, both online and off.