How to print to stderr in Python?

There are several ways to write to stderr:

# Note: this first one does not work in Python 3
print >> sys.stderr, "spam"

sys.stderr.write("spam\n")

os.write(2, b"spam\n")

from __future__ import print_function
print("spam", file=sys.stderr)

That seems to contradict zen of Python #13 ^†, so what’s the difference here and are there any advantages or disadvantages to one way or the other? Which way should be used?

^† _{There should be one — and preferably only one — obvious way to do it.}