Each has their own advantage and disadvantage. Removable dentures are inexpensive ways to replace teeth, and are mostly used as a temporary measure (as a great man, PI Branemark once said, No person should die with his teeth in a bowl of water!)
Fixed bridges involve slight reductions of the teeth adjacent to your missing tooth, and cementing or bonding of a bridge designed in the lab. Fixed bridges have been used successfully for more than half a century to replace teeth, and if done properly, are still an excellent way to replace missing teeth. The only disadvantage is your adjacent teeth need to be reduced a bit in size, and they might become sensitive temporarily.
Implants involve a titanium implant inserted in your bone through your gums, over which a crown is made. Implants have a documented 98.6% success rate in any region of your mouth, and they do not involve any major surgery. However, there are two limitations of implants - A. Like all good things in life, they are a bit expensive. B. They need good bone to work well. So it is better if you get your missing tooth replaced as soon as possible.