Largely it depends on what the rest of the essay will be about. The first sentence looks quite good if you are going to talk about Geronimo as an Indian resistance leader. The resistance movement in North America lasted for 400 years, so there's plenty of material around for you to write about. Geronimo was a clever on some occasions and brutal on others. So this first sentence can lead you almost anywhere, and though narrowed a bit more, that's what thesis statements do.
Two would also work, if that is more specifically what you are going to talk about. During the 1880s while being confined to the reservations in Arizona, he escaped 3 times. He was both clever and very intuitive: he seemed to know where his enemies were and he was able to evade them. His most famous (or perhaps infamous stab at freedom) was 1885 where he was able to avoid contact with an army of 5000 union soldiers (who represented 1/4 of the military force in that part of the west). He forced some of his own Apache tribe to join him even though they may have been inclined not to.
The last sentence is also a choice because the Mexican Army made the tactical error of engaging Geronimo's home settlement while he was away. His wife, mother, and three children were slaughtered during that raid. That angered him. He wrote that he had lost all with their loss. From then on he attacked settlements north and south of the border without mercy.
I still think I'd choose the first sentence, but the unfortunate part is that all three have possibilities.