Out of those games, you can't get more "gripping, interactive, and replayable" than Twilight Struggle, in my opinion. Playing this game with someone at a similar skill level is amazing. It's definitely involved, and your first game will likely last anywhere from 3-6 hours, but it's an amazing game.

Perhaps it may be better to start with Watergate, which is kind of Twilight Struggle Lite, and graduate to Twilight Struggle, but honestly I think you would be just as fine jumping into Twilight Struggle.

Star Wars: Rebellion also fits your description, but as much as I want to like the game, for some reason I really, really struggle to grok FFG rulesets. This is definitely a me problem (a lot of people think their rulesets are great), but I just couldn't enjoy the game because every time someone takes a turn or combat happens you have to look up this several-step process that isn't really intuitive. YMMV, if you love Star Wars and the ruleset doesn't baffle you like it does me, then I think this would also be a great pick.