Differential to single ended

1.Transformer

If your signal is a single, or narrow band, frequency this method is fine. However, anything else and you introduce the transformers frequency response into your signal.

3.simply ground the negative part with matching a load

This method is ok, IF the signal source is close to the receiver. Since you are are throwing away the common mode noise reduction that is the reason the signal was sent differential in the first, this method should be limited to part to part connection locally on a PCB.

2.Amplifier

A differential amplifier is ultimately your best choice. Not only will it be easier to control the frequency response of the receiver, but you also take full advantage of the common mode noise removal. Further, this method decouples the input signal from wherever the signal is headed to giving you the appropriate output impedance to feed the next stage.

DC to 2Mhz is differential amplifier territory, they can have excellent phase and gain flatness over that sort of range combined with reasonable CMRR (This tends to fall with frequency). Have a look at the high CMRR parts from THAT Corp, they are aimed at audio but IIRC have plenty of GBP and usefully bootstrapped common mode impedance.

300KHz to 2MHz is easy (and compact) for a transformer to handle, excellent CMRR and common mode range, and over a mere decade of bandwidth phase and gain should be flat. These are however best in fairly low impedance circuits, so not what you want if trying to measure a high Z source. Minicircuits have what you need among others.

The resistor to ground is usually something you see at the line driving end rather then the receiver as it buys you no CMRR at all in the receiver while helping with the impedance balance in the driver.

What to do depends on your design parameters (Such things as source impedance, common mode range, required CMRR...).