In terms of efficiency, which is the best choice to use to make a 2D Platformer game? Please explain.
- Plane
- GUITexture
- What else?
In other words, what should I be using for my 2D characters, objects, monsters, and etc? Should I use plane?
All of the above. Mix it up for best results 
Remember though, GUI elements can’t collide.
Here’s something that may help you
http://wiki.unity3d.com/index.php?title=Texture_swap_animator