Generally more expensive than a Bluetooth dongle (which can be used with other devices). Any of those (unbranded) USB cables I have purchased (cheaply) on E-bay have been crap.
Having used all the methods suggested here, I would go with the USB cable first and the card reader second as it is 100% reliable. You can get software which detects new images on the card and only takes those images - I uses the Zoom Browser Ex Utility which came with my Canon phone - I use this to take images of my Canon SD card and also my Nokia RS-MMC card. The Nokia PC Suite has the same functionality.
If you have neither a cable nor a card reader I would buy the card reader first.
I find the USB cable for the Nokia mysteriously fails to work sometimes, requiring a reboot which is inconvenient. Similarly, Bluetooth works most of the time, but when it stops working, is a pain to get working again.
With a card reader, you can't go wrong, provided you always Stop (or at least Eject) the USB Drives etc. properly when you have finished.
Only downside is that as the cards get smaller and smaller - MicroSD for example - they aren't really intended to be taken out of the phone and reinserted all that often. Still, if you are taking images off every week or two, and handle the card carefully, this should not be a problem.
Leaving images on the phone or digital camera for months is asking for trouble anyway - you're risking losing them all if you have a problem or lose the camera or phone, for example.