i guess the first two are much the same. ne demek = what does it mean bu ne demek = what does this mean. "bunun anlami nedir" i haven't heard this but, it seems to make sense.

First one is more common.

they are all common but which one to use depends on the situation. ''ne demek?'' is just shorter version of ''bu ne demek ?'' they don't have any huge differences in meaning. ''bunun anlamı nedir?'' can be also used in situations when you don't get the meaning of the behaivor not only when you don't get the word. And '' ne demek'' can be used for a reply for thank you :) ( without question mark) A:Thank you B: Ne demek ( it means not at all, you are wellcome in this example)