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For example, the heaviest of all woods is called blood thorn and the tree is in the third cavern layer initially while tower-cap or fungiwood are in the first and second but not third.
Giant cave spiders are not in the first cavern layer, cave dragons can only be in the third but large rats are only in the first.
The wiki page about caverns has informations on the creatures and plants:
https://dwarffortresswiki.org/index.php/Cavern
I personally avoid caverns unless I know I can claim and secure a portion without much risks so my answer to the initial question is "none of them" but the first cavern layer is usually a bit easier to deal with since many of the tougher wildlife don't appear there (forgotten beasts still do so it's not much better).
I tend to be a cavern rush type of person, I've done it a bunch of times recently and in my experience the caverns (even third layer) are usually relatively safe for about the first year and a half, I'd want to set some bridges so I can seal it all in a moment notice but overall, with a bunch of monster hunters around I feel relatively safe claiming a medium sized portion and let my dwarves get outisde to grab precious stones.
I've found some really good stuff, including very valuable artifacts in the third layer but I'm not sure it's a great idea to settle there.
As far as I can tell there doesn't seem to be any major difference in terms of which one is better to settle in aside from the geography