Yep, they all mean the same thing. "No, he is not" sounds a bit more formal than the other two, but the only difference between "He's not" and "He isn't" is personal preference.

As Jmat says 'He is not.' is often more formal but it can also be used to emphasise that he is not something. For example. Bob is American, isn't he? No, he is not. He is British. 'He isn't' is more natural in everyday conversation. Hope this helps Bob