Dirt: easiest to do, may not be the strongest. It rains a lot here, 9 months out of the year, so I'm concerned about the constant contact with wet soil.
Gravel. Some recently suggested. Cheaper and easier then concrete, gravel drains water from post. Stronger then just dirt, post may last longer. Gravel drains water from post.
Concrete. More work. Strongest. Post in contact with concrete may still rot out in 10 years. Difficult to replace.