When I was studying in college a few years ago, i went through the same thing with my teacher suggesting I do a concerto. I, too, had my heart set on Prokofiev's first because I liked it. She then suggested I do either the first movement of his 3rd concerto or Liszt's first, among a couple others. I chose the Liszt for the fact that it is shorter than the others...it's one movement divided into sections. This was much more appealing than learning one movement from a bigger concerto. I don't like to learn things part of the way through, I want to learn the whole thing!
So it's up to you. I don't know much about the other choices...rachmaninoff 2 is certainly popular and overplayed, but i hear it's enjoyable and not terribly hard to play. If you're looking for an entire concerto, go for either liszt (they're tough, but not TOO bad). If you want to learn just a movement go for any of the others you listed, or you may consider Grieg's a minor first movement, mendelssohn's, schumann's, tchaikovsky's (2nd or 3rd movement)...tons of them.