They all have different purposes.
The acrylic is thin and watery and gets in tight places very well, and makes a mess easily.
The silicone is higher temperature and thicker but thermally insulates more
The polyurethane is the thickest and makes a good substitute for wire insulation or something you will grab with your hands, like a loop key, or to put on top of a piece that rubs against another piece to physically space them apart.
A heatsink needs only a single coat of acrylic or it won’t be able to dissipate heat well.
Three 10AWG wires soldered together in a Y needs about 5 - 10 coats of polyurethane conformal coating, which is almost like you never cut the insulation off the wires in the first place.
I like coating circuit boards with acrylic in the hard to reach places, then finishing them with silicone.
They all glow under UV, so you can use a blacklight to check that you didn’t miss any places.
If you only get one, get acrylic. If you get two, get acrylic and silicone. If you get all three, the polyurethane one is rather useful… … and if you get zero, steal some clear nail polish from your sister/wife/girlfriend/mom/grandma and use that… maybe mix a tiny bit of acetone in it to thin it down first…
They are a lot better. Also remember to use multiple coats - don’t be afraid to use more than 2 coats.