What we recommend is when using implicit styles to reference the assemblies from Binaries.NoXaml
folder as these contain no XAML ( as the XAML is merged separately) and are smaller in size ( so they can be loaded faster) - this eliminates approaches n.1 and n.3.
As to the n.2 and n.4 -
referencing the ResourceDictionaries directly from the theme assembly (n.2) is may be the easier approach regarding maintenance, this means that when upgrading, you only need to update the references, while with the approach n.4 you should copy again the XAML files in the project. However, practically both approaches lead to the same result and it is up to you to decide which of them is more suitable to you.
Check out Telerik Analytics, the service which allows developers to discover app usage patterns, analyze user data, log exceptions, solve problems and profile application performance at run time. Watch the videos
and start improving your app based on facts, not hunches.