As someone who works for a middleware company, I'd guess the easy answer would be ODBC. But in theory ADODB (I guess you're using ADO.NET or some guise) is really the best bet. This uses a direct connection to the database and bypasses the ODBC layer. This is called a Managed environment. The problem with ODBC and OLE-DB is that these are not managed environments and consequently will need to access an external application in this case, the ODBC Driver Manager and ODBC Driver.
Unfortunately, I don't believe there is an ADO provider for Informix available as yet so you're pretty much stuck with ODBC. You have the option of using the OLE-DB provider for ODBC or alternatively, if you're looking for an ODBC driver for Informix, you can find a Provider and ODBC driver from www.openlinksw.com