Are you planning on doing one of those, or all of them in one trip (as my first thought was that you'd be spreading yourself too thin there)?
The only one of those I've visited was Rio and I loved it (spend 3 weeks exploring Brazil and found it to be a wonderful country, 5 days of which were in Rio). From memory we did Copacabana and Ipanama beaches, Corcovado/Christ The Redeemer, Sugaloaf, the Maracana, Selaron steps, the Sambadrome,the botanical gardens, Real Gabinete Portugues de Leiture (Portuguese library), Santa Teresa neighborhood and San Sebastian Cathedral. I would say all of these are "must dos" except maybe the botanical gardens.
We also went to see Botafogo play (which I highly recommend....I have a phone number of a guy who can get tickets and take you as they're not easy for foreigners to buy) and to Pedro do Sal (a neighborhood in Rio where they hold a massive street party every Monday night......crazy but worth a visit....watch your phone and wallet).