They are all based on Microsoft standards.
DDE: Oldest and slowest. Was adopted to work over networks (NetDDE). Optimised versions, AdvanceDDE and FastDDE, where marketed by some vendors. Both these and the original DDE is still used.
ActiveX: Old but still good. Some consider it to be faster than OPC.
OPC: Most recent. Based on OLE and COM. It will provide the greatest degree of plug-and-play between applications that is possible presently.
DDE and OPC uses the same "topic" and "item" method of referencing the data.
No one knows what will happen when Longhorn arrives. Maybe some new "standard" will be adopted.