All three are superwash yarns.
All three bloom/expand/fluff up when dyed or given a very hot bath.
Kona Fingering has 2,240 yards per pound, and is a 2-ply.
Kona Superwash has 1,120 yards per pound, and is a 4-ply (Basically double the weight and plies of the Fingering)
BFL Ultra! has 1,900 yards per pound, and is a 3-ply.
Kona Fingering and Kona Superwash are merino yarns from Australia.
BFL Ultra! is Blue Faced Leicester from England.
Which one you choose depends on your preferences. I have read in people's blogs who have written that the BFL Ultra! is thinner than the Kona Fingering, and I'd disagree with that observation. The difference in yards per pound is one clue, but the most telling difference is in the number of plies. Kona Fingering is actually much more loosely twisted than BFL Ultra! making it not as firm and round a yarn.
I know I keep talking about round firm yarns because it is important to understand how a yarn will act when knit into fabric. Round firm yarns give more detail to the stitches, especially if there are cables or ribs involved. Also, the fabric itself has a better hand.
Of course, it all comes down to personal preference. Price may figure into the equation, too. Remember, though, you pay for what you get, and while the BFL Ultra! is a little more expensive than Kona Fingering, it is a different breed, a different ply, a different twist.