"Fun" is an awfully vague metric, you know.
The three champions you have listed will all have difficulty if their team is doing poorly, and none of them is exactly going to be solo pentakilling the enemy team. Rengar and Diana are both snowball dependent, and will die quickly if they are outnumbered or have poor team follow-up. A fed Diana is an enormous threat late-game, so she's not a bad pick if you don't mind early weakness and enjoy an all-in play style. If Rengar does well, he can pretty well delete any carry he wants as long as they do not have an ally to peel for them, but I don't believe he does enough sustained or repeatable damage to be a true "carry." That said, I do not play Rengar, so you should look elsewhere for accurate advice regarding him.
Thresh is a support defined by his universally applicable utility, not for his damage. If your teammates can respond well to what you are doing, a well-played Thresh can define a game. A mediocre Thresh or a Thresh accompanied by uncoordinated allies will be scarcely more useful than a minion with equal defensive stats. His mechanics are difficult to master, and his kit calls for engagement or peeling, as the situation calls for. If your teammates do not know how to use your lantern, it essentially nullifies one of your most useful skills.
If you are looking for diversity, go with Diana, as she can be played in the jungle and in both solo lanes. If you enjoy inspiring paranoia in your opponents, go with Rengar (top and jungle). If you want a safe, stable, and skillful pick, take Thresh. If you really want to have fun, play Urgot and watch enemy marksmen cry.