I would guess the ancient steg will be preferable since it is strength 6. This means its D6+1 impact hits on the charge as well as its D6 "thunderstomp" attacks in every round of close combat will be strength 6 instead of strength 5. This is a pretty significant jump if you are facing T4 troops with any significant armor. It is also better at countering enemy monsters. Should an enemy giant or other high toughness beasty with low armor charge the ancient stegadon, it gets to stand and shoot with 4d6 poison shots, probably knocking a few wounds off before combat.
having not played any games yet i can't be sure, but the 'regular' ancient looks the best bet. character mounted stegs are going to be too expensive and vulnerable, and the normal steg is too easy to kill and doesnt hit hard enough.
Even Engine of the Gods? It's got a very nice defensive aura to help make Temple Guard and Saurus last longer, and the Burning Conflagration is nasty if you can get multiple units inside its range. Still has all the advantages of an Ancient Stegadon, and a nice little caster with the Skink Priest on top. Sure it's an investment, but it's a pretty good force multiplier.
The acient steg with chieftan isn't too bad. Sure it's a points sink but give him the war-spear and you get 2d6+1 impact hits and the character gets his attacks. If this isn't enough use him to fire the blowpipes at bs5 rather than 3