*Fluid based system: Requires a tank, plumbing, pumps etc. The fluid is not cheap and not always available and you can't carry that much. I'd also suggest that it's best used to give you enough protection while you the leave icing conditions ASAP.
*Pneumatic de-ice boots: Is not an anti-icing system. It gets rid of the ice that has already formed. But you can run it with minimal penalty for a long periods.
*Electrothermal de-ice system: Normally used for small areas like turbo-prop intakes, propellers. It works but it does require the aircraft to have larger generators than would otherwise be the case, just to provide sufficient power.
However, my favourite has to be bleed air. It's quite lightweight, is effective and trades a certain amount of engine efficiency for ice protection. Its use can also bugger up your climb and descent performance - on some aircraft reducing both to something approaching zero.
However, as Northbeach says, it's horses for courses.