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@watson90 is correct, link to the absolute urls and keep them consistent (don’t use multiple versions). I would however disagree about the “personal preference” part, there are good reasons to use them.
In one of your examples ( wp/about_us ), never use underscores in URL structures, and ultimately the keep everything in URL structures as simple as possible, “about-us”, is better as just “about”
Now the index.php?page_id=15 method is terrible, it isn’t useful to users and would be bad for SEO.