As a general principle taking payments directly yields the best conversion rate as the experience is constant and thus there's no confusion during the process.
The exception to this, and it is increasingly major, is small / tech products where PayPal has become not just common but preferred for speed and a sense of "third party" investment. In these cases, the issue is insuring that you aren't losing base [direct] conversions while gaining new customers [increased pool]. The best way to do this is of course by testing both options alone and together.
2checkout and Google Checkout are far smaller players and therefore yield less results in this way with their own respective tradeoffs.