If you are interested in finding out whether a variable has been declared regardless of its value, then using the in operator is the safest way to go. Consider this example:

// global scope
var theFu; // theFu has been declared, but its value is undefined
typeof theFu; // "undefined"

But this may not be the intended result for some cases, since the variable or property was declared but just not initialized. Use the in operator for a more robust check.

"theFu" in window; // true
"theFoo" in window; // false

If you are interested in knowing whether the variable hasn't been declared or has the value undefined, then use the typeof operator, which is guaranteed to return a string:

if (typeof myVar !== 'undefined')

Direct comparisons against undefined are troublesome as undefined can be overwritten.

window.undefined = "foo";
"foo" == undefined // true

As @CMS pointed out, this has been patched in ECMAScript 5th ed., and undefined is non-writable.

if (window.myVar) will also include these falsy values, so it's not very robust:

false
0
""
NaN
null
undefined

Thanks to @CMS for pointing out that your third case - if (myVariable) can also throw an error in two cases. The first is when the variable hasn't been defined which throws a ReferenceError.

// abc was never declared.
if (abc) {
    // ReferenceError: abc is not defined
}

The other case is when the variable has been defined, but has a getter function which throws an error when invoked. For example,

// or it's a property that can throw an error
Object.defineProperty(window, "myVariable", { 
    get: function() { throw new Error("W00t?"); }, 
    set: undefined 
});
if (myVariable) {
    // Error: W00t?
}