Looks like totally reasonable choices. I would recommend you see Gypsy if you have (a) never seen a Gypsy on Broadway or (b) if you have never seen Audra on stage in person. Whether you totally agree with the Director's approach to the work, she is giving an extraordinary performance -- which frankly would be amazing, except noone is surprised because, well, because she's Audra.
IMO, Gatsby and Hell's Kitchen are clear runner ups on your list. I don't get the buzz about Gatsby frankly, and HK is getting a bit old in the tooth and no longer has all of the original cast.
MHE is the most beloved musical of the year on these boards, and it may very much win one or more Tonys -- but my thought is that given that you can only do one of these, MHE can wait...
Hope you enjoy whichever one you pick.