Those are all fine choices. Maul will help you in arena. Depending on your shard, Vader may as well. Kylo is amazing just about everywhere in the game, and if your guild needs him for HAAT, even better. I went with Vader first, then Kylo, then Barriss. I did not zeta Maul, as I didn't want to run sith.
Kylo is safer long term but if you have some Sith, Maul makes pretty bad Sith teams capable of getting much higher rank than your toons/mods "deserve."
For Arena, and if you have other Sith ready, the answer would be Maul. Vader has more uses elsewhere, and is fun to use in Arena. But if your Kylo is geared up, I'd lean towards him. It's a unique, so it will work with anyone.
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Maul's the best pick for arena - but I'd wait out the r2 release then.
You will not regret Kylo. He's just fun.