Fra is nothing really to see about.

)
Defenetly vote for Cologne, you will love the church and the surrounding, also Berlin as well as Munich are just some hours away by train.
Munich is a bit more touristy if you are into "wow - how old of a building" and a lot of museums which berlin does have as well. it is more of a personal choice.
I would take a look at the offerings on the website and try to decide which kind of additional programm you want at the site.
Berlin should be less expensive than Munich or Fra.