I usually use
$(selector).click(...
But some people recommend me to use this instead:
$(selector).on(\"click\", function(.
In the plain .click(... if the target of the selector changes on the fly (e.g via some ajax response) then you'd need to assign the behavior again.
On .live(... the behavior will be automatically be reapplied on the selector.
The .on(... is very new (jQuery 1.7) and it can cover the live scenario using delegated events which is a faster way to attach behavior anyway.