While I like all of them, I think I feel the strongest pull toward the Ancient Lantern since it's the original and because purple is my favorite color.
Definitely the ancient lantern, mostly because I missed out on it when it was handed out as a prize in 2013's Halloween Event.
The worse part, is that I joined in the year it came out. But because I was too interested in Pokemon X and Y when that came out, I was unaware of the event existing. Not that I would have figured it out anyway.
I think the cursed lantern would be my pick, because, green.
I do also like the other two though, but I already have the sinister lantern (although being able to have one at each end to match could be cool as well)
If I won a lantern then I'd probably pick the cursed lantern. It would be a hard choice between the cursed and ancient for sure, but I feel like I'd be able to get a bit more use out of the cursed one.
I think I would go for the Ancient Lantern! ;v; Since it's an older returning collectible, and one I've liked for a while now, I wouldn't want to pass up on a chance to get it. I really like the Cursed Lantern too, but I think I'd have to cross my fingers for it to get a rerun as well. And thankfully I already have a Sinister Lantern, so that narrows down my lantern wishlist a little!