What to chose ArgumentNullException or NullReferenceException

It's the argument which is null, so you should throw an ArgumentNullException. You should basically never throw NullReferenceException directly - it should only get thrown (automatically) when you try to dereference a null value.

The fact that you're writing an extension method doesn't change the fact that really it's a static method and collection is a parameter.

As usual, specify the name of the parameter which is null, using nameof if you're using C# 6:

public static T GetRandom<T>(this IEnumerable<T> collection)
{
    if (collection == null)
    {
        throw new ArgumentNullException(nameof(collection));
    }
    ...
}

(As an aside, check out MoreLINQ, which may well have most of your methods already...)