Bronzer, Gradual Self Tanner, Instant Self Tanner
Bronzer
Pros: Instant and immediate color, easy to correct or wipe off.
Cons: Most rub off too easily or are too obviously artificial.
Gradual Self Tanner
Pros: Gradual and usually more natural, easier to maintain through daily use.
Cons: Must use daily or at least very often to maintain color, difficult to see mistakes since the color changes gradually.
Instant Self Tanner
Pros: One application can last several days, many markets for great products.
Cons: Difficult to correct for blotches or mishaps.
Tanning Spray
Pros: A professional can make your tan look natural and can even customize the colors to the contour of your body.
Cons: Salons are costly and it is difficult to spray tan oneself.
Of course, a pro of all of these methods is that there is no risk of skin cancer from radiation like that of the sun or tanning beds. (A con is that most of them smell like chemicals.) If you opt to avoid the sun completely, however, be sure to get your vitamin D supplements.
My thoughts on some sunless tanning products I've used: