I've done a few tris over the years just for fun. I'm slow, but I keep going. I have used all of your options. My fave is currently a 2 piece tri suit--much easier for pre-race visits to the portapots. I have not noticed the shorts going anywhere and the top seems fairly form fitting. I wear a wetsuit, so it cannot go anywhere during the race. That's not why I wear the wetsuit, but it is an added bonus. All of your options are fine. Try not to get sucked into the gear buying frenzy, at least for your first year.