The best practice to initialize a Visualforce page in a test class is to use Test.setCurrentPage(Page.MyTestPage). This method sets the current page context for the test class and allows the developer to access the page parameters, controller variables, and standard controller methods. This way, the developer can test the functionality and behavior of the Visualforce page and its controller in different scenarios. The other options are either invalid syntax or do not set the current page context. Reference: [Test.setCurrentPage Method], [Testing Custom Controllers and Controller Extensions], [Testing Visualforce Controllers]