The only time I've left a raw edge on a quilt was when I did some rag quilts. The method I used for rag quilts is once all the blocks are sewn together, sew a straight stitch all the way around the quilt as wide as you want your ragged edge to be (1/2", 1", etc.), then clip every 1/2" or so all the way around up to, but not through the stitching.
Any of the options you mentioned -- straight stitch, zig zag or blanket would work. A blanket stitch is also called a buttonhole stitch and looks like a ladder with one of the long sides missing.