I generally use the knitted cast on on a needle one or two sizes larger than I'm going to use for the shawl. The e-wrap is a little too sloppy (for me) for a finished edge. I tried Jenny's cast on for a hat with ribbing and it worked well, but it's a bit fiddly for a lot of stiches. I am not familiar with Helene Rush cast on and so have no opinion to share.

Lately I saw a tip how to make the long tail cast on more loose (stretchy) and it seems to work very well. It said that it is not enough to use a larger needle size than the knitting needle but you need also to separate between the stitches on your needle as you create them, this send more yarn in between the stitches and make it much more flexible.

I hope what I wrote make sense as I can't remember where I read it but it does help. If you like the long tail method, try it on a swatch and see the effect.

I like to use the crochet cast-on (directly onto the needle) for large number of stitches. See http://newstitchaday.com/crochet-cast-on/
I find it stretchy but not sloppy and it matches a typical bindoff. And you can use a hook that is larger than your needle if you are still concerned.

Here's one! http://princesspea.org/?page_id=157

The stretchiest cast-on I've used is the "Rolled Double Needle Cast-On" (I think it's just called the "Double Needle Cast-On" in "The Principles of Knitting", but if you say that, then people think you're just talking about doing a cast-on over two needles).

Here's a PDF that explains it: http://www.knittinguniverse.com/downloads/hiatt/Two_Needle_Cast_On.pdf

And a video demonstrating it:
http://www.youtube.com/watch?v=0RFlCfxO4uY

It took a while to get used to it, and even then it's slow, but it's very effective.

The e-wrap is too sloppy and difficult to work the first row, and the knitted cast-on may not be stretchy enough.

I haven't done Jeny's or Helene's, but either of those would probably work well, too. The key thing about those 2 (as well as the one I linked to) is that an extra half-hitch or knot is put between each stitch.

I'd say take a look at those 3 methods, and try them out. Choose whichever one makes the most sense for you.

I agree with Rachel and Tracey above about the long-tail. I was taught (by the YarnHarlot herself) that to make longtail cast-on stretchier, you need to space the stitches farther apart on the needle as you cast on, rather than using a larger needle (ie. use more of the tail, rather than more of the working yarn). If you'd rather use a larger needle, then you might try one of the knitted on versions, where your needle size will make a bigger difference.

When I have that many stitches to cast on (I have made Anne Hansen's Maplewing 3 times, the larger size twice) I usually do a cable cast on (learned from making the Fetching Mitts on Knitty). I don't have to guess the amount of yarn needed for a long tail and as long as I keep it loose, the edge stretches VERY well and looks lovely! If you want to take a look at my maplewings, I am gracielee on Ravelry!