EDIT:
Actually, I just put it to the test, and Method A does not work as intended:
Check it out: http://www.rootspot.com/stackoverflow/preload.php
If you click on the 2nd image when the page is finished loading, it should appear instantaneously because it was preloaded, but the first one doesn’t because it didn’t have time to load before the source was changed. Interesting. With this new development, I’d just go ahead and use Method C.