I would say the following...
For option A:
Take something that doesn't require you to go back to B-school. I would put good buy side hedge fund above PE. I just don't see the need for MBA in general.
For option B:
Are you really interested in it? What's your engineering degree, EE/CS I assume? Honestly I can't comment on how this route will go. All my friends who went to IP were Ph.D. guys, it's probably a good thing you skip that all together
For option C:
If you're going to stay in tech., do hardcore tech., not some Business Analyst, you would need some real hands on dirty experience to work for start up. Of course there might be different roles, but either way you would need some hardcore engineering knowledge. I am sure you have excellent intuition in engineering, but until you get to some point, that alone might not be enough.
For option D:
Ph. D. in what, most engineer get out Ph. D. program to enter industry. If it's science, I think the #1 employee for physicst is probably wall street. Professor is going to be the toughest among all of these options and if nothing works out you will go back to A, B or C anyway.
For the record I start out as a phd student (had choice between top tier programs), left after master, went to work in finance, large bank, not buy side, now end up in London...
I was a bit distressed by other things at the time as well, otherwise I probably would have stayed in engineering and worked in silicon valley and burned my way through start up as well.