Which tool or plugin for Theissen / Voronoi polygons in QGIS?

You forgot QGIS GRASS Processing function v.voronoi. Don't think SAGA has a Theissen implementation in the QGIS Processing version.

The result of the different providers is basically the same. But the input a bit different.

• MMQGIS is the most simple, no buffering. Very fast
• QGIS Geometry Tools has a parameter for buffering point resulting in a larger voronoid if you use it
• GRASS v.voronoid being the most flexible will let you draw the buffer on the fly (select extent on canvas) and you can choose between lines and polygons as output.

• As @PEL writes there is a implementation in Spatialite. You don't need to hook up to a spatialite DB. Just use a virtual layer with the code from the spatialite cookbook. It seems more advanced since you can set the tolerance of how close points must be to be used in a Voronoi calculation. From the cookbook:

  SELECT ST_DelaunayTriangulation(ST_Collect(geometry)) FROM italy_populated_places;