In my experience, UDK is easiest to learn with its fantastic UnrealScript, where you can control almost any environment variable. It is also the most powerful with augmented tools with superior Autodesk 3ds Max / Maya integration. By the way, UDK is free.
Unity is based on Mono, which provides C # as a scripting language. If you know C # and want to have the absolute power of Visual Studio, Unity will fit the bill. Unity, on the other hand, is not free.
CryEngine is the most fun of all in terms of graphics and comes with an excellent environment editor. On the other hand, it is the most expensive of all. In addition, it cannot be expanded as a UDK or Unity, especially if you want to use it for rendering.