"Prestige" is a fairly arbitrary thing. I would choose an award based on:
1) Benefits (stipend, research funding, tuition), and
2) Networking/applicability to your career ambitions
The DOE SCGF and EPA STAR both require fellows to attend conferences, and almost certainly give recipients a leg up if they are aiming to work in the energy/environmental fields, respectively. The NSF is regarded as the highest graduate honor by most research scientists, and is probably the best choice if you are looking to go into basic research. As for the NDSEG, I am less certain, but as it is administered by ASEE I imagine that it is respected more than the NSF grant in engineering and applied research fields.
That said, congrats to all who get to choose between multiple fellowships! I don't think it's possible to choose wrongly, and going with the one that provides the most benefits is never a bad idea...