They are all compatible but going beyond the EDU mini doesn’t really make sense for this board. The more expensive ones download code faster, which is useful if you are flashing large code multiple times a day. The other ones have a higher interface and bandwidth speeds which again probably wouldn’t be useful. I’ve tried out 3 different JTAG programmers (jlink, FTDI and Altera blaster) and they see the vega board no problem.
