They are all very different cars, one is a pimpmobile drug dealer car, one is European entry level sports car, and the other is a pony car.
The TT gets the best mileage and would be more fun to drive than the Escalade or a base mustang.
Since your other two options are both coupes I don't think you have any need for an Escalade, so unless you love having a big car, there is no reason to get it. It would get the worst mileage out of the bunch unless you get a nice mustang.
The Mustang is the coolest and will be the most fun to drive if you get a v8, but then you will be paying out the *** for insurance.
Chances are you will damage your first car, I suggest you get a used 90's suv, or sedan and drive it for a year, then get a nice car. If you don't do anything stupid your insurance will be lower after a year, if you play your cards right you can make money on it, and if you do damage it it won't hurt the resale as much.