https://www.youtube.com/watch?v=oogPRwKmRII
Not the best one out there but the first one I found.
I have recently lost 2 of my trio of gerbils, they are one of the best pets I have ever had. By far my favourite small rodent and I have had all the ones you are considering.
That said they IME demand more interaction than the others. But this is probably more to do with how tame they are and personalities. They also quickly learn things, such as if they have got through a door once they will dig/chew at it to get back through. They can be monkeys, and are very clever.
If you are struggling then maybe think about the sort of cage you would like or where it will go. My dwarf hamsters have a very similar set up to my Syrian, but her things are bigger.
My gerbil likes lots to chew, NO PLASTIC, and LOTS of substrate. I have 70cm depth for my gerbils, compared to 20cm for my hybrids and about 15cm for my Syrian (depending on which side of the cage so allow for her toys to fit). They need cleaning out less often than the others.
Mice IMO need cleaning out more than the others, love hanging things to climb, rope to run across and things to chew on. I think (although others may correct me) that they don't 'need' as much space as the others, but a bigger cage is always better. My experience is quite limited, but when I did have them they were fun and loved sitting in my pockets.
My favourite thing about my Syrian is her size. She is the largest hamster I have ever met! Although I have heard about bigger. That said I bet she could give a really nasty nip. She is also a lot slower than the others, but is on a constant mission to escape. She needs cleaning out more than my dwarf hamsters.
My hybrid dwarf hamsters aren't really that tame. I can dig them out and hold them, or pick them up when they are awake but they don't want interaction, and appear scared of being in the playpen and want out. I thought they were cute in the pet shop and came home with all 3, and now have 3 cages with a dwarf in each.... It can work but it seems to me more often than not it doesn't and just causes them and you stress. They are super cute, and so soft and fluffy. I even renamed one Squishy because I want to squish her with a big hug. They are lovely to look at, and if they do bite I've never had them break the skin (although one does hang on... but it is funny and you have to smell like food). Another great thing is that a lot of stuff sold for Syrian hamsters is the right size for these guys so lots of options for toys, and none of mine really chew anything that isn't food.
Re: Afraid to go to the Pet Store....
I think I'll be confronted with a solitary gerbil from a month or so ago.... 
not the best for a gerbil in a bare cage. Or a Syrian, depending on color and age; a non LH is preferred, since Ziggy is the hair rock star in the family....or white mice in another shop. Last time I got some things, there was one mouse in a forty gallon and he was near the top corner nearest me, how he got there I don't know. It was tempting but I put off an impulse buy. If that lil critter is still alone, I'd consider it a rescue at this point. Then again, same for the lone gerbil. At least they would get attention and have a better living arrangement! 
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