What I posted on NS...
All cars have a similar setup, eg, turbo, 5 speed / 6 speed manual, RWD, they are all pretty quick off the mark.
But you would gain more top end with the Skyline as it is a 2.5lt, inline 6 vs 2lt inline 4.
All 3 cars will have its own characteristics and I suggest you test drive all 3 cars and you decide which you prefer.
S14 and S15 are pretty much the same but you won't find a S15 for $15,000 (Not that I know of) at least $16K and up to mid $20K's.
R33 GTS-T, price from $9K to $25K (Some will say best bang for your buck)
All car are easy to take advantage of the power.
But looks wise I'd go S15 / S14 then R33.