The arrow, the underscore, and +/- would all most likely work, what I'd say you should think about are the associations each of those have, and see what makes the most sense in your situation.
The underscore, like ChrisF said, has the association of minimizing a complete unit off of the screen - not collapsing it in place, but sort of a "get this out of my face" feeling. It would minimize it to a location that's out of focus, rather than keeping it in place but making it smaller.
The +/- (only where it switches between the two - either one on its own would signify adding or removing an item from a list of similar items, like the tabs in FF/Chrome) has a specific association with trees and collapsible nodes. The assumption is that the title will stay in place when you hit the [-], and the content will expand. As far as I've been able to tell, it's also related more to lists and names/titles of content, rather than the content itself (as in, you can use it to expand a list of files, but not to see the files themselves).
I'm seeing more of the arrow/triangle in various forms recently, like in Adobe's panels and in various web apps. This one is a down-side arrow, where it's similar in function to the +/-, where the + is a side-arrow (as shown) and the - is a down-arrow. It's doing something similar to the +/-, although I'd argue that it has less emphasis on the enumerated values in the submenu that +/- has, and leads more towards a generic "content." It wouldn't be strange to see a new panel, unrelated in style to the list it pops out from, come out from underneath the arrow - check out jQuery's accordion menu for an example of this style. I'd argue that the pop-out menu association of it is more when it's not placed directly beside the title/identifier, and when it looks more like a button, like this:
Here you have three arrows, each separated from a title, and looking more like buttons than anything else. As expected, they all pop out menus. (Another interesting twist is the right-arrow that doesn't move at all - sort of signifying "link.")
In all honesty, if it's an accordion menu, why not eschew any icon and just make the title/identifier clickable, with a hover to indicate as much? The example at UI Patterns has that, I actually prefer the style - it removes the associations of all of those icons.
Hope that helps!