FXAA - No performance hit. Is the worst looking AA method, and isn't very effective at smaller resolutions. Can cause the entire image to look blurrier than usual. That said, combining FXAA with 4x MSAA is usually the most effective, and best performing AA method you can get. FXAA is also good for performance at 2K or 4K resolutions.
TXAA - Very demanding, but also very effective. This also has the tendency to blur the entire image, making it look more like smooth, film-stock. While it looks nice, it's not for everyone.
SMAA is a very efficient GPU-based MLAA implementation (DX9, DX10, DX11 and OpenGL), capable of handling subpixel features seamlessly, and featuring an improved and advanced pattern detection & handling mechanism.