Which format to use
Numbered citation is the cheapest: the model emits [3] and your application resolves the index to a link. No source paths or URLs enter the prompt at all, and the saving is largest exactly where it matters, on long source paths.
Inline sources cost more and are simpler to render, since the citation is human-readable as generated. XML document blocks cost the most and keep the source machine-readable per chunk, which suits interfaces that highlight provenance.
Making citation actually happen
Formatting the context is half of it. The other half is an explicit instruction: state that every factual claim must carry a citation, and that claims not supported by the provided context must be declined rather than answered.
Without that instruction models cite inconsistently — most sentences, then not the one that mattered.