I've tried all 3 and they work well. Pick any of them for gaming, they remove a lot of the rough edges and provide a SteamOS like experience. FWIW my 500+ game Steam library works well with Linux, I've yet to find a game that I haven't been able to play. Proton is constantly improving too.
protondb.com is a good site if you want to check compatability of a specific game. It often has good tips to run them better too.
