Certified GKH Gardening Expert
Red cedar mulch would be the best out of those three, although all of them carry their risks. The other two can be used, but I don't recommend them. They tend to cause more issues than they solve.
With cedar chips it is important to know that it will tie up nitrogen and cause the soil to be acidic. Supplementing nitrogen and adjusting pH will be necessary. The more decomposed the better, though.
If you have access to aged hardwood chips, like oak, then these would be the best option. Compost is another good option.
This article will offer more information on proper mulching practices:
https://www.gardeningknowhow.com/garden-how-to/mulch/spring-mulching-tips.htm