If you want a complete algorithm/definition of these sorts, you can just google it, so instead I'm going to give you a brief explanation.
Say n is the current element being swapped. When the sort starts n is the first element in the array. The algorithm begins by comparing n to the element adjacent to the right of it, and if it is bigger then it swaps n with the element to the right of n. Then it continues down the line, comparing each element to the right of n, swapping whenever n is larger. If n is smaller, however, the current n stays where it is and we choose a new n to be the element to the right of the old n. Then we compare the new n with the element to the right. Once we get accross the entire array we start at the beginning again and choose n to be the first element in the array, then continue til the array is sorted.
For insertion sort we maintain a sorted section of the list, and an unsorted section. The sorted section is on the left of the list, unsorted on the right. When the sort begins the sorted section has no elements and the unsorted section has every element in the array. The algorithm works as follows: Pick the first element in the unsorted list, insert it in the correct position in the sorted list, repeat until there are no more elements in the unsorted list and we are left with just a sorted list.
Here we create a sorted list by "selecting" elements from least to biggest, and swapping them into the correct place. First, we choose the smallest element in the array and swap it into the first spot in the array. Then the second smallest element and swap into the second spot. Then third smallest and so on, until we have a sorted list.
Straight from my data structures and algorithms teacher, bubble sort is a terrible sorting algorithm, so just don't even use it. Is the list nearly sorted or is it random? If it is nearly sorted, then insertion sort is definitely faster. In fact it runs in linear time in that case. Compared to selection sort, which is O(n^2). It really just depends on the array, but in general Insertion sort takes the cake.