I think they're all good for different things, it just depends what you're doing. Dark Basic Pro is good if you want to make a game fast without having to learn C++ and DirectX. I'm busy learning C++ now so I'm using DarkGDK. It's good if you already know DBPro because all the functions are the same. Also with DarkGDK you can take advantage of the MS Visual C++ compiler which gives you object oriented programming, faster code, faster compiliation, better debugging, a lot of things actually. I think Dark Basic Pro is still better for small projects, though.
I don't know much about XNA, but if you want to develop for the xbox 360 that's the way to go.
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