We try to do a pretty good job of automatically working with dates & times from SQL. For example, each of the types you've listed above automatically work in the table component--you just may need to set up the Manage time zone section:
In the time component, the datetime and timestamp both worked well. I only had to make one change, which was to set up the Manage timezone section:
Our docs mention that it can be useful to consistently save values in UTC and use local time zones only for display.
Besides the UTC recommendation, I would recommend just choosing the datatype that makes the most sense for you & your use case. We also include the https://momentjs.com/ library inside of retool by default, which is really helpful for manipulating dates and times.