Of those three, S500 definitely. BUT a used PSR-2000 or even PSR-740 is a better instrument, and should be in the same price range.
The E-09 has no provisions for creating or adding 3rd party styles. The DGX-520 has very limited sequencing and only two variations and one fill-in per style. It's more piano than arranger.
I would save a little more $$$ and hold out for the S700 (next step up for Yamaha) or a Korg PA50. The S700 has "virtual drawbars" to customize your organ sounds.
If you are really desperate for something to play while you are waiting, you could even try the Yamaha PSR-E313 or PSR-E403. These are inexpensive and widely available in the U.S. They offer most of the same features as the boards you are considering.
My $.02,
Ted