It's not really necessary to play all unless you're completely straying away from competitivity and just being loyal to the anime.
In the former, just choose one which you find is most broken or easy to build a deck around and just work on it. In the latter just play some twisted hybrid running all of the above, maybe some trap-based control deck running continuous spells like D.Fissure for control. While at the same time running Fiend Beatdown as your monster base. I don't know, just some random suggestion.