I only have the King Air (so far), but you can’t go wrong with any of them. It comes down to personal preference, or maybe if you already have similar aircraft and want something different.
As I already have the FlySimWare C414, my next purchase will be the A36, that way I’ll have a piston single, piston twin, and a turboprop twin. I’ll get the Baron and Caravan later.
What type of flying do you do the most? If it’s short hops, mostly below 10k, including smaller airstrips, with a mix of VFR/IFR, then get the Baron. If it’s longer flights, in the flight levels, always IFR, to airports with instrument approaches, grab the King Air.
Saying that, I take my King Air into outback dirt strips all the time, it’s actually a very capable “bush” aircraft, it just doesn’t have the STOL capability of others, so needs a little extra runway length.