Of the three sports listed as options, football is probably the worst in terms of game mechanics. I have seen some interesting designs for the game, but the most common form (Yahoo-style) is pretty mind-numbing.
Football is fun but I also believe football takes the least amount of skill and knowledge to win. Baseball involves probably the most skill and planning since there are like double the games of the other sports out there. Based on how much I like them I like them in this order.
Basketball(used to be really fun but have stopped playing it ever since the NBA has gotten all fake and thuggish)
Hockey(never played fantasy hockey cuz I've really never been into hockey)