chess engines ...

for the fun-factor and unless you're an expert I'd say go with chessmaster. It has these different opponent types and gives nice comments in the analysis.

As far as a "fun factor" is concerned, the "engines" are all the same.
What you want to know is which GUI (graphical user interface) is the most fun.
I don't own the latest version of Chessmaster, but from what I've read, that program is best for beginners. Also, Chess King might be what you're looking for.