I've been to all the Lagoons mentioned, with the exception of the Secret Lagoon. I don't think there's a bad apple in the bunch, it's really just personal preference of how crowded or intimate you'd prefer your experience to be. I really loved Fontana, because when I was there, it was very few tourists and mostly locals. The locals get a discounted pass, as it is considered their town pools. The population of Laugervatn is very little.
I also absolutely adored Sky Lagoon though, definitely more luxurious than Fontana, more secluded feeling, but I was there when it first opened, and I assume the crowds are larger now. Blue Lagoon is the OG of the bunch, and there you'll find visitors from all over the world. It is quite massive in scale though, nothing much intimate or secluded feeling about the public areas.
Do take Mikliz' advice and enjoy the public pools though. It is so incredibly relaxing, and you'll really get a true feel of the pool culture of Icelanders who incorporate the healing power of the hot baths into their daily lives. All are heated, so even in the middle of winter, you can swim in the pool or soak in the hot pots. If you're lucky, you might even catch the schoolchildren having their swimming lessons!
Whichever you choose, I'm certain you'll love it! Enjoy 😉