SQL is a declarative language, not a procedural language. That is, you construct a SQL statement to describe the results that you want. You are not telling the SQL engine how to do the work.
As a general rule, it is a good idea to let the SQL engine and SQL optimizer find the best query plan. There are many person-years of effort that go into developing a SQL engine, so let the engineers do what they know how to do.
Of course, there are situations where the query plan is not optimal. Then you want to use query hints, restructure the query, update statistics, use temporary tables, add indexes, and so on to get better performance.
As for your question. The performance of CTEs and subqueries should, in theory, be the same since both provide the same information to the query optimizer. One difference is that a CTE used more than once could be easily identified and calculated once. The results could then be stored and read multiple times. Unfortunately, SQL Server does not seem to take advantage of this basic optimization method (you might call this common subquery elimination).
Temporary tables are a different matter, because you are providing more guidance on how the query should be run. One major difference is that the optimizer can use statistics from the temporary table to establish its query plan. This can result in performance gains. Also, if you have a complicated CTE (subquery) that is used more than once, then storing it in a temporary table will often give a performance boost. The query is executed only once.
The answer to your question is that you need to play around to get the performance you expect, particularly for complex queries that are run on a regular basis. In an ideal world, the query optimizer would find the perfect execution path. Although it often does, you may be able to find a way to get better performance.