As others have mentioned;
The Headmasters are the same TR versions with some new paint apps, Takara version Headmasters and G1 style boxes. I'm a sucker for the nostalgia of the boxes so I will get them if I can find them.
ER Prime and NF Prime are the same mold. Nemesis Prime is actually the Siege mold with ER trailer. Personally the best value is Nemesis Prime. The increased price is fine with the extras you get, plus the unique decos.
NF Prime is the worst deal, again in my opinion. I find the colours too dark, no trailer, and 2 BMs (yes I went there
) that don't do anything for me in pee colour even though the one is supposed to represent Prime's energy axe.
There's also the Alternate Universe Prime which is pretty good as well. It is the "dead" Prime deco with a damaged head. If you can find one for retail price then I would also recommend that over the NF Prime.