I have a FTDI USB/serial breakout board that is very similar:
http://www.zbasic.net/Interface-Kits/USB-TTL-Serial-Converter/p-42.html. It should be possible to connect the 3.3V power and TTL serial lines from this board to the Spartan3 board. Unfortunately they do not provide a schematic for the breakout board that you list so we cannot be exactly sure how it works. The datasheet does seem to suggest (and it looks correct) that if you connect pins 8 and 9 that you will get 3.3V TTL signals on the TX/RX pins.
As you suggest in options 2 or 3, you can either use RS232 converter and plug into the DSUB 9-pin socket or connect to J1 auxiliary header on the Spartan3 board - see pages 33/34 in the
Spartan3 reference manual. to use this header also requires a change to the la.ucf file to point to the header (N10, T14) rather than the Maxim serial converter (T13, R13). Look for lines 118 and 129 in the la.ucf file.
This looks very doable but I haven't tried it.
Mike
oakmicros.com