I think it depends on what you are looking for. I'm not familiar with the Fuelband, but I know that the Fitbit doesn't use your heart rate as a factor, so it's not going to give you an accurate "calorie burned" amount. If you are looking for a calories burned type device for your workouts, then I would recommend using a heart rate monitor. Otherwise, the others are not going to be accurate for your actual exercise level, but I haven't used or done any research on the Fuelband, so maybe it does that.
Hopefully others that have used it and other devices can chime in as well, but it might be helpful if you let us know what you are actually looking for in a device.