Picard was certainly the most credible, and my personal favourite.

Kirk was pure cowboy, as is thingy, Enterprise guy, Sam Beckett;

Janeway was sometimes credible, but too often utterly unbelievable, she perhaps also suffered from Voyager being subjected to B&B's purge of anything that looked vaguely like plot, character development, or continuity;

Sisko seemed to consistently be, and act, a rank or two below his billet (B5 in comparrison made a point of explaining why the station's cammander was just a Commander, and by the time he was leading a fleet was no longer part of the Earth military), in some regards the opposite of Janeway -- a weaker character who benefited from a stronger series.