I've had all three (and still have Jacks Open and Golden Arrow). I find that Jacks Open is the most challenging (set up on conservative post settings). More open playfield, longer shots, but symmetrical layout. The buildup of getting the specific combos of drops, and making them count more via strategically getting only 3 of the 4 rollovers takes some concentration. And the duo open elbow return lanes will just mess with you.
Sky Jump feels a bit more crowded, but still plenty to shoot for with the asymmetrical layout. I've just had a hard time keeping this one in the collection due to the art package. I think if you really don't mind it, it's a fine player. The shots are a bit weighted towards the right flipper, but only a bit.
Golden Arrow really has to be on 5-ball to be more challenging, but set up well, it still can kick your butt. As for 'fun' though, Golden Arrow has the 5" gong bell that you get from targets with the golden arrow lit; it's quite fun to chase after targets with the arrow lit, moving around the playfield. It's not a hard game to score high on, but having the roving targets lit, along with the combo of gong bell and chimes, does make it fun.
I still voted Jacks/Sky/Golden, although I probably find myself playing Golden Arrow more "for fun" since it's not as hard as Jacks Open!
Sky Jump will be the easiest of the three to find.