Ven looks like the most interesting one out of the three.
Definitely.
All three are mysterious, but Ven is the one that strikes me as the most interesting of the trinity. Why does he want to be erased? How does Master Xehanort know him, but Ven doesn't recgonize him? What did he save Terra from? Why does he look like Roxas?
The list is long. But Ven is obviously (along with the rest of BBS' characters) one of the vital parts to finding out what happened ten years before KH1, and how Xehanort came to Ansem's care.