While it's not
completely up to date (it's missing the latest wave of Alien 3 figures), here's all the figures they've released so far (bar those three):
The oldest figures are at the top, going down to the newer ones at the bottom, so some of them you might not be able to find too easily anymore, or for less than ridiculously high prices.
The recent concept xeno (bottom right) has been very popular, but I guess it really just comes down to which one(s) you like the look of most and if you can find them anymore, depending on when they came out.