Hi,
Have you previously traveled to the US with any of these passports? If so, that's the one I would use, since that already exists in their records.
Now, to note, from the Visa Waiver program pages:
Travel Must be on an Approved Carrier
If arriving by air or sea, you must be arriving on an approved air or sea carrier. You must also have a round trip ticket indicating return passage to a country* outside the United States.
Visa Waiver program
This could lead to questions on arrival, and I'm not sure whether a different ticket for a departure from Mexico or Canada would be accepted. (I'm no immigration lawyer, just raising the possible question)
From the ESTA pages, here's another one to consider:
The implementation of the ESTA program allows DHS to eliminate the requirement that VWP travelers complete an I-94W prior to being admitted to the United States. CBP has transitioned to paperless processing for VWP travelers arriving by air or sea who have obtained an ESTA authorization. Most travelers entering the United States under the Visa Waiver Program who have an approved ESTA will no longer need to fill out the I-94W form, nor will a green I-94W departure card be placed in their passport. The I-94W form will still be required at the land border.
ESTA FAQ
And here's a specific Q&A for you:
https://help.cbp.gov/app/answers/det...rt%20departure
Cheers,
GenevaFlyer