http://www.amazon.com/gp/product/B008CP5R8K This is what I'm using (in addition to the 4gb the alpha came with). Works great. I'd do option 1 or 2. Either one works, completely up to you.
However, there is another option. I would highly advise not doing option 3. Instead, on the link you provided, you can get a single 8gb stick for cheaper than the 8gb kit (2x4). If you do that, you can run at 12gb (8+4)