"continue", "break" and "final" are all basically gotos.
Usually a "throw" throws a new exception, so I'd say that the throw statement
includes the instantiation of a new Exception object, probably with a
String argument.
The CPU usage for a "while" depands on the condition. Loading a simple boolena variable and either branching or not is pretty damn quick, but evaluating a complicated expression that contains a bunch of method calls could take indeterminately long.
I guess I'd vote that a "while" with a complicated expression would take the most CPU, but the question is so poorly defined it's hard to answer definitively.