including jquery cdn??

from a functional standpoint, they should all give you access to jQuery in your application. slim removes some functions that aren't used very often. It will break your code if you've used them in your application.

The following are removed in jQuery slim:

• jQuery.fn.extend
• jquery.fn.load
• jquery.each // Attach a bunch of functions for handling common AJAX events
• jQuery.expr.filters.animated
• ajax settings like jQuery.ajaxSettings.xhr, jQuery.ajaxPrefilter, jQuery.ajaxSetup, jQuery.ajaxPrefilter, jQuery.ajaxTransport, + jQuery.ajaxSetup
• xml parsing like jQuery.parseXML,
• animation effects like jQuery.easing, jQuery.Animation, jQuery.speed

The other options represent different optimization techniques to improve your website's performance.

minified code has things like spaces removed, and variable names shortened. It's nearly impossible to work with, but decreases the file size, making it easier to send over the internet. However the resulting file is still a syntactically correct javascript file.

compressed means that the file has actually been compress (zipped) and must be extracted (usually by the browser) before being run. It also decreases the file size, making it easier to send over the internet.

I will generally go for the minified version, because it's optimised, but won't affect how you use JQuery in your own js files. It is the minified version of scripts I tend to see used as well. But as Samuel says, there are different choices in this respect, so can come down to choice when looking at what works better for you.