Depends on the use case. All 3 will capture 1080p at 60 fps. The HD60 PRO will capture a higher quality image and is PCIe based.
The HD60 and HD60S are USB. Both capture same quality image.
The HD60 PRO and HD60S have what Elgato markets at Instant Game View. Basically providing real time preview before the signal is forwarded to the main monitor. This can be achieved in similar fashion with OBS or X-split.
HD60 PRO and HD60 both have hardware encoders therefore putting less stress on the CPU and lowering resource usage.
Personally I use the HD60 PRO for the least compromise on quality, but if you want to take your capture card with you and use it in a portable environment then get the HD60 or HD60S.