Nice poll. Caveat to answer: I've not played out regularly in four years. Something about a baby daughter that is just too compelling to leave. But in any case, my preference was always my own rolodex, although I resorted to booking through agents for a few years when the schedule needed to be filled to make ends meet. Agents cost money, but so does down time. I NEVER went exclusive, I may have been the nickle holding up the dollar in that regard, but who knows. I was saving 15%, and their gigs were seldom as good as mine.
I've not done much booking since the gig exchanges came on line, but with Sarah starting preschool this fall, I guess I'll hjave to consider that avenue as well. Could be cool.
My followup would be: Anybody ever book off of Craig's list?
Musician exchange / gig swap is probably not toally accurate in the folk circuit in my area - it's mostly a musician-venue networking environment, which is, I guess, about the same kind of thing. Somebody says, hey I placed at such-and-such, and they're looking for more performers, so give them a call. Also, I translated rolodex into Favorites/Venues - kind of a virtual rolodex, right? - and that works!
Getting your foot into a venue's door through another band is always nice, but at some point you've got to start booking it yourself. All of them are valid, but in different stages of your music business. As far as open mics I think they should only be used for the specific purpose of testing out new material. They never seemed to get me anything better than a gig at that same coffee shop and a few contacts for flaky musicians.
I've booked off of craigslist here and there with varied results. I think it's a great way to gig if you're just starting out without a crowd. The last minute gigs are the best. Often the show has been booked at least a month in advance and you hopefully have the other two acts promoting the show since that day. Every once and awhile you see a really good venue there, too.
In my experience speaking with bookers, artists, and other craigslist posters, there has been a common complaint about the lack of response from their posts. This means you're really only up against two or three other acts for any open slot rather than the entirety of the music community where many of us get lost in the mix.
All in all, craigslist has been a good spot to find new venues, new opportunities, and even cities/towns I would never have known about without it. Although some of the gigs are bunk, the experience with that city, the name recognition via club promotion, and an opportunity to visit a new spot (in new cities I try to remember to pick up their weeklies for future promotion) has made craigslist a daily destination.
But then again, you probably haven't heard of me or my music.