I would ignore the Xperia Z as thats old hat now.
Are you buying SIM free or getting it on a contract? On a contract the Z1 will be cheaper but SIM free the N5 will be cheaper.
Both the Z1 and N5 are very similar spec wise so it's really personal preference. The Z1 is bigger and heavier but has a better camera, water resistant and a micro SD card slot.
It might be worth you also considering the Samsung Galaxy Note 3, it is a little bigger than the Z1 but about the same weight and similar specs. It has the added advantage of a slightly bigger screen and removable battery.
These are all great Snapdragon 800 phones, it's really up to what you want in a phone.