String building in C# : + vs string.format() vs StringBuilder

Do you know the best way to concatenation a string in C#? There are at least 3 way to do it.

1. String concatenation by "+" or "&" sign
2. string.Format()
3. StringBuilder

After reading some "research papers", here are the foundings

- using operator + is the fastest
- using string.Format is the slowest and use the most memory
- using StringBuilder use the least memory

Yet if we pre-allocate spaces for StringBuilder before doing the append, ie.

var builder = new StringBuilder(100); 

then StringBuilder become the fastest, yet it will use up the most memory.

Do you have a different view on this?

Further Reading:
C# Fundamentals: String Concat() vs. Format() vs. StringBuilder