Out of the three, the H2n is the newer model, so has a few extra features than the others (in-built M/S and 4 chan recording). It might have quieter preamps than the rest, too - perhaps somebody who's compared them directly could confirm that. What it doesn't have, however, is XLR inputs and the ability to provide phantom power to an external mic, which is where the H4n comes into play - and why this model has a higher price point.
If you're planning on using an external shotgun mic which needs phantom power and XLR ins, you'll either need to just get the H4N or figure out another way to power the mic and interface it with the mini-jack inputs of the other devices.
I wouldn't get too hung up on bit-rates and sample rates; they all are capable of 24 bit/96k recording, which is enough for pretty much any task. The difference is more to do with the quality of the preamps (the cheaper H1 is noisier/hissier than the others) and ability to interface and phantom-power external mics.