RMI is not tuned for game needs, and would probably be a poor choice.
Java sockets with Java nio / aio support would probably perform well, although they are known to be tricky to get to work right.
I know nothing about the Java Fast Socket library.
Yeah, I used Native Java Socket originally and it worked but it was very finicky and sometimes it would refuse to connect for unknown reasons. KryoNet so far has been very good. It was a little annoying to build the jar for it and get all the build paths set up but it's so easy to use and it's very stable. It's great. I'd recommend it to anyone who needs a fast and simple Server/Client set up.