All the cards serves different needs.
As you already have Indian Oil card which provides value back on fuel spends, and Neo card which is a free one,
You can choose My Zone / Rewards CC as they provide Lounge access and with low Annual Fee. you can get Annual fee waived by reaching the milestones. you can also get Rewards on shopping and dining on these cards.
Privilege & Select provides is little higher on Fee and Waiver limits which also comes with additional benefits like golf sessions, more lounge access etc. you can choose based on the need and your willingness to pay fee / reach the milestones by spends.