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I get what you're saying and you're not a bad person for wanting to win games sometimes. Just remember that the manner in which you win is just as important as the win itself.

THose three are really strong for totally different reasons and equally good picks, from a competitive standpoint. Best thing to do is make a list of what you want most from an army, both in modelling and gameplay terms, without thinking about a particular army ( maybe post it here), then see which army fits that best and go with that.

Remember its a big investment of time and money and the last thing you want to be doing is realizing half way through you hate that army!