If you have a shop near that has them you should probably try and demo them yourself and see which one you like.
Z623 is going be easily the most bass heavy of the three sense it is a 2.1 system with a subwoofer. If you want to feel the bass during game and movies then you will want to go with a 2.1 system like the Z623. The downside of the Z623 is the lack of tweeters. The treble is going to be poor in comparison to the other models you mention. This is where the Promedia best the Z623 as they have tweeters in the satellites.
If you are concerned about the reliability of the Promedia then you should really look at the reviews of the AV40. They have a reputation of having defects. Setting that aside though, they are highly praised for their sound quality at a such a low price. Their 4 inch drivers should produce a decent amount of bass, but still considerably less than a 2.1 system.
I had never heard of the XD3 until I saw them in Best Buy a few weeks ago. They look interesting for the price. But having never heard them before and never seen any reviews I have no idea how they might sound. I would tend to lean toward the AV40 myself due to the larger drivers (4" vs. 3") and lower cost.
In summery, if bass quantity is highest priority then go with the Z623. If sound quality is your highest priority then go with the AV40. If you want to compromise between the two you might want to reconsider the Promedia. And lastly, if you give your location maybe we can give you some other alternatives.