My preference is as follows:
1) Cashews, always. Trader Joe's has an AWESOME version - Black Peppered Cashews - YUM!
2) Almonds
3) Peanuts
4) Walnuts
5) seeds - sunflower, pinenuts, etc

I don't like any of the other nuts you listed.

Macadamia nuts are supposed to be loaded with saturated fat.

Peanuts have the disadvantage of growing underground. Unless you can find organic peanuts (goes for peanut oil as well), apparently they are not super-safe to eat if you have sensitivities to pesticides. I am not sensitive to them, but obviously I don't want to ingest pesticides so I try to stay away from peanuts unless I've had a beer or two (and by then I don't care about either fat or pesticides... ;-) )

They all have tons of fat so I try not to eat too much of them, but I include them in oatmeal or eat them as a snack maybe 3-4 times/week. I'm not very strict about fat from nuts - I figure as snacks go, I could have worse habits.

I'm sure there is a website that lists all of the fat content in various nuts. I'll leave that research up to the next guy...