VBO, VAO and Display lists - which one?

[TonytheD]

I've recently been looking into LWJGL(still kind of an amateur at it) I'm trying to make some kind of top down 2D prototype for a game, I've ruled out using methods like immediate mode as they are the slowest, but I've been looking at the more harder methods like VBO and VAO and I've got a few question on these methods:

• Which of these methods are the fastest in terms of loading/rendering a lot of images?
• In what circumstances  would you use each method?
• How much faster would the application/games be using each of these methods, rather than the slower methods like immediate mode?
• How hard is it to implement each method?