They're all good. They're about equal.

I think the first and the third ones are a bit more idiomatic for speech. The middle one is absolutely grammatical, of course, but just slightly clunky. Myself, I tend to use the form in the first sentence. Strictly speaking as Jonathan says there should probably be a full stop after "confused", but personally I think in this kind of sentence, delivered as speech, it's fine to do it the way you have done it. "I got confused" has very much the same function in the sentence as "(I'm) sorry", and if you can put a comma after "sorry" then you can put a comma after "I got confused".

Those are not sentences. You need to put a period after "confused". Once you make that correction, they are all good.