I hadn't considered the blue sport band, but now that you say it, I think I have to put that on my list ...Freaky. I have the same three bands. The brown loop, the black sport and the Milanese seem to cover all the bases for me. That said, I'm very tempted to pick up a blue sport band too.
Actually, I am considering the link band, but at $449 I feel like I have to really want it, and I'm not there yet.