If you run a lot of sith/can run a lot of sith, Maul would be best for arena purposes.
Zader is best for Empire and sith mixed teams but mostly empire (TFP).
Kylo is best for if you don't really use the above two kinds of teams and want someone that can fit into a squad if you plan on changing your leader/set up but still want your zeta'd character to be in there. It won't make your squad quite as powerful as a Zaul squad, but certainly still worthwhile, especially if you're using Rex.
All three seem super fun to play around with though so can't really go wrong with either. I have Zaul, he's super fun for Arena and GW and DS battles. A lot of guildies have Zader and they say he's super fun to use with all the DoTs, and I've only heard good things about Kylo since his rework (other than whining about healing immunity stopping protection gain)
