I think all are good choices to learn.

The only thing that is better than learning one of them, is to learn to use several of them :)

If you have any specific end goals, you may get more specific help and suggestions if you post about any project you where thinking of, or if you where planning on doing this just for fun.

There are huge numbers of nice 40-pin 8051 with special peripherials that you can use for a lot of projects.

The AVR line is from a single supplier, but there are a big spread between the large and the small chips, with their TinyAVR, MegaAVR, ... You can play with a little 8-pin chip if you want to do something small to carry in your pocket.

The ARM is easiest to use with non-embedded code that you may find on the net, since it is 32-bit. But I don't really think that the ARM is harder to work with. Yes, they often have a lot of featres that _may_ be programmed, but sample code is often available. And even without the sample code, you can learn by starting with just the core and some GPIO and then broaden your knowledge by spending the time with one new peripherial function at a time. But as already noted in other posts here - you can't normally get them in a socket that is easy to solder. They work well on evaluation boards or when you mass-produce things, but are not so easy for private projects unless you can afford to consume an evaluation board for each project. You may be able to find suppliers of PCB for hobby people that can also help by mounting critical surface-mount components to a reasonable price.

Edit: Fixed some spelling errors.