In practice they are quite similar in errors reported. There are differences that pop up but most of the time either it is bug to report or one has implemented a certain pep faster than another. A few rare things are extra type checking support entirely like pyright supports recursive types but mypy does not (or pyre has best tensor related support but those are future peps). Mypy's biggest unique thing is plugin support and some very dynamic libraries use plugins for better coverage. The differences should become peps if important enough and then eventually be supported by all 4.
I think for most people any of the 4 big ones is fine. Most of the common type errors will look identical regardless of which you pick. Configuring multiple in CI is pretty straightforward if you want to go full. My current codebase has mypy + pyright configured. Pyright was a mix of fast response time on github issues + I use vscode and was the one that added type checks to CI.
If you want a deep dive pycon is this week I think and there's a day for type checking related talks including one talk comparing the 4. I think type checking day is thursday.