There are some minor differences between these ways.
One is when you launch a terminal emulator (your Terminal and Konsole examples), you are already logged in while with the other methods (2,3 and 4), you need to login first and commonly provide a password. This is called a login shell.
Another difference would be the kind of terminal emulated which might (and likely will) vary between at least the (virtual or not) consoles and the terminal emulators (Terminal, Konsole). ssh will use whatever terminal you are already in when launching it (might be settable if you are connecting from a graphical client like putty). Mouse usability (copy/paste) might also be unavailable in console mode.
Ssh might tunnel X11 so will allow you to launch graphical applications like the terminal emulators. With the consoles, there won't be a visible graphical environment, although nothing forbids to launch X11 clients on servers displayed elsewhere.
An out of trend way to access the shell you didn't mentioned is login in through a serial line.