LEDs are very generic components. All of the ones that you are talking
about are almost totally interchangeable, except for the 12 volt one (which
is probably a low voltage one with a built-in resistor .... no LED truly
operates off 12 volts).
An LED is still a diode. In the wrong direction, it doesn't conduct, and it
also doesn't give off any light, but no harm is done. In the "forward"
direction, usually run from a 5 volt supply, it would burn out (basically it
would be a short-circuit) except that it will invariably have a current
limiting resistor in series with it. Since the actual voltage across the
LED is .7 to about 3 volts or so, depending on the LED, and the supply
voltage is almost invariably 5 volts, the current limiting resistor
determines the current drawn and the power consumed (and, as a consequence,
how bright the LED is). Some LEDs are significantly more efficient (give
off more light per milliwatt used) than others, the specs will tell you
that, but again, in most applications you don't care about the power
consumption (milliwatts), and the brightness is subjective.
Excluding odd LEDs (like your 12 volt model which, again, is probably a
low-voltage LED with the resistor built-in probably for automotive use), any
LED will work, although different ones will vary in brightness and power
consumption (if power consumption matters .... usually it does not). If you
get it backwards, it won't light, but no harm will be done.