Choosing among these will depend upon what your organisation needs are.
Performance is something, which you will probably have to test for yourself. It will depend upon the type of data, amount of data and a lot many other factors. Generally speaking, if you won't be using too much data, you will probably observe File gdbs performing better than any SDE gdb.
Some of the other things to consider:
1. How much data will be loaded in the geodatabase (The Desktop gdb has a size limitation of 10GB per database, because the underlying Database is SQL Server Express)
2. How many editors will be editing simultaneously. (Only one user can edit at one given time in a Desktop gdb)
3. Are you planning to implement any functionality like Replication, Archiving, etc
I am branching this out as a separate question, as this a different question and so that others can also contribute with their opinions
Some previous discussions that you can check:
SDE or File Geodatabase
Performance Metrics ArcSDE vs File Geodatabase
https://community.esri.com/thread/45017