I have a Mac and a PC. I can transfer images and videos by plugging into the Mac or PC, by transferring to USB stick via an app on the iPhone, or airdrop to the Mac. Is there a loss of quality or change in file type depending on how I do this?
There can be a quality loss when you transfer through an app. It will of course depend on how the app process the image.
In reality, I wouldn't worry too much about it, because in most situations, you're not getting the original quality of your image anyways. When your iPhone saves the photo to the Photos app, it's already been compressed to either JPEG or HEIF (default). The only way to get the original quality is using the RAW sensor data, which are very big files.
If you want to keep the closest to the original format, I suggest AirDrop or Lightning cable, since that's when you have the most control.