I tend to dislike 1) because whether or not subdomains inherit from the main domain is going to flip flop over time (and I am lazy ;)) I would only do this for 'genune' reasons, eg a subdomain makes sense for a radically different area, not just to get the keyword in. I would only do 2 if it grew organically - that page could not be the first thing to appear, I would have to make the domain and let it grow for a few months, then add the dir, then add the page.
Side note - if I really wanted to do 3 (which I tend to avoid - fugly) then I would use .htm. IMO this looks more natural as Frontpage seems to encourage this sort of structure.
Sorry I miss-read #1. I wouldn't do either #1 or #2 as the only reason you would be doing it is to enforce the keywords. I agree with Leadegroot that subdomains should only be made when theres a geniune reason.