If you have the means to get it, then the GTX 260 is a clear winner. It's the fastest card in your list. It is a sizable upgrade over the 9800 GT and the GTS 250. GTX 260 > GTS 250 = 9800 GTX > 9800 GT. You might want to look at the red corner, though. ATI is quite a performer these days. You might be interested in the 5770 or 5850.
What are the rest of your specs? It might not be able to run at its full potential if your CPU isn't powerful enough.