This is a difficult question to answer, as ultimately it is up the the individual search engines how they handle the forward. However it is our experience that the different types of forwarding have little effect. If a search engine trys to index the following link http://www.mydomain.com it will be able to see past the forwarding and will only index the target page. Even the cloaked redirect is unable to fools the search engines.

If you are really concerned about search engines indexing your site with your domain as the address the only real solution is to purchase hosting that will allow you to utilise your domain as part of the hosting package. This way there is no forwarding and no possibility for the search engines to get confused.