`curl https://somesite.com/foo.sh | bash`
with
`curl https://somesite.com/foo.deb`
and
`curl https://somesite.com/apt.key | sudo apt-key add - && sudo apt-get update && sudo apt-get install some-software`
I don't think there are very meaningful differences in the security properties -- I don't think it's more difficult to become compromised by one than by one of the others.