Faced with the same options five months ago I chose Forteo and have enthusiasm for the drug. Tymlos would have been my second choice. It is reported to have a slightly stronger effect than Forteo, but has twice the medication. Evenity would be a hard choice because of the cardiac risk.
All of these drugs can have side effects. I haven't had any side effects from Forteo and was suspicious that I had gotten a demo pen, until my splitting nails became remarkably strong.
It isn't an easy choice. And sometimes we can't tolerate the effects of the one we choose. Best luck with your choice.