And of the three, protein is not normally metabolised for energy, except during times of starvation. The body prefers to use the amino acids for structural purposes, gluconeogenesis, and the production of nitric oxide to regulate blood pressure. (The last two processes are why we lose a certain irreducible amount of nitrogen and therefore have to have protein in our diet.)
So the choice is really between eating lots of glucose (carbohydrate), with the resultant high level of insulin; or fatty acids (fat), with very little effect on insulin.