Of the three, I'd suggest All Shook Up - it's a great show and Elvis is undeniably at his best.
It's Midnight is nothing special. A reasonably decent collection of '74 live stuff, but nothing to write home about.
Private Moment is really specialist listening only. The sound isn't all that great, and it's really just private stuff of Elvis and friends jamming on not-always interesting songs. Worth a listen, but it's not on high rotation at my place.
So go for All Shook Up, I'd suggest.