Ride all 3 if you can. 3 very different trails.
Responding to one comment: Full-suspension is not necessary to enjoy Coldwater. I've ridden it very, very aggressively on a hardtail, and I know that several of the fastest times on the DH were set by hardtail guys. Some suspension is nice, but full-squish is definitely not a prerequisite. In fact, it might be the smoothest of all 3 of the trails, mile for mile. It just has potential for big air, if you want it. If you don't, it's very easy to check your speed and keep the bike on the ground. It's not a pure flow trail with mandatory airs or drops. In my opinion, the 3-mile Bomb Dog DH at Coldwater is one of the top 3 most fun segments of trail I've ridden anywhere. That somewhat balances out the fact that Anniston is a solid 1-hr drive from Birmingham, and you only get an 11-mile loop. Tannehill, by contrast, is much closer to Oak Mt., and offers lots of fun with less driving. So if you have to choose 1 of the 2, it's a tough call.