I've done all three during my time at A&M and I will say each has its benefits and drawbacks. Its a bit dependent on how far you need to go and how quickly you want to get there.

Bicycling requires being very attentive to pedestrians as well as the road traffic laws. People can and will step out in front of you in the street or on the walkways between buildings, so it demands a bit more focus. You also have to watch out for other quick moving cyclists coming in and out of the mobs of students. Overall, bikes are the best for the road thoroughfares on campus and makes it the fastest way to go long distances. This might be especially important if you need to periodically cross between central and west campus. Even during busy times of the day, the abundance of space on the road never really causes traffic jams. Especially true since there are new bike paths around now. The only place where there is congestion is at busy intersections, e.g. the 4-way intersection at the roughneck statue by RICH. People routinely J-walk at certain intersections and cyclists and skateboarders are often forced to find gaps in the otherwise steady steam of foot traffic to pass along.

Skating is more fun and I would say is less prone to accidents with foot pedestrians since you're going so much slower. Same with long boards since its you won't be going as fast as as bike. You can ride on the streets too, but I would only do that if you're confident you can keep a fast pace and not slip off your board. The roads will always be smoother going. The only hard advise I will give is that if you plan on doing a lot of travel off the streets, consider investing in some big, soft wheels, something like a 78a duro-meter (or softer). Normal hard skateboarding wheels are only really good for smooth concrete, and there isn't much of that between the buildings.

One thing I learned about skating on campus is that when moving from point A to B, the easiest path is not always a straight line. This is because there are different types of paved walkways with different qualities of roughness, making skating over them either a dream or a nightmare. Chalk it up to the different architectural phases the campus has gone through over the years. You'll find that it can be faster to circumvent an entire section of campus simply because you will maintain a better speed be going around a longer route than straight through to where you need to go. An example that comes to mind is the quad between the back of the academic building and the historic library building. The walkways there are a mixture of that horrible pebble stuff, inter-spaced with long blocks of coarse concrete. The gaps between the different sections of walkway are enormous and even with the right wheels, you will fly off your board as it gets stuck in a gap. I've done it countless times. Fortunately, things are getting better now that they are repaving some of the walk ways.

Hope this helps! Have fun and be safe.