Here's my progression:
1. Shake method
2. Mixstir (now use it only to de-gas meads)
3. Aquarium pump with filter inline
4. Finally, the aeration stone on the wand from Williams. I like being able to put the stone exactly where I want it.
For those who use to/currently stir the heck out of the wort, did you ever have issues with head retention? I think I heard on Brew Strong that once the head forming proteins created that foam, they are gone.