Really apples and oranges. The Python and 686 are closer in frame size than a 66 and Cobra…mid-frame and small frame respectively.
For pure performance little choose from. For concealability it’s the Cobra all the way but it’s strictly .38 Special where the others are .357 capable. But a .357 round is pretty much wasted in a snubby…too much blast and flash with little velocity gain.
When I was a LEO and at the time restricted to revolvers I owned a Colt Cobra and a Python snubby and a 66 snubby. I carried the Cobra off-duty far more often than anything else.
My choice would be either the Python or the model 66.
In a Highway Patrol roll, where it is often required to fire through a barrier like a car door or windshield, even only a few hundred FPS increase in velocity is welcome
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And yes, I have had to shoot through a windshield in order to save life. I am very happy that I was not carrying 38 Special