Well, they all behave a little different (as far as I understood the descriptions ;-)):
Tk::MatchEntry: While you type into the entry, a list with choices pops up (I guess thats what you wanted).
Tk::BrowseEntry: Well, that's just a Combobox, which doesn't really care about what you typed into the entry. Always the same items are shown in the list.
Tk::HistEntry: This one remembers what you typed into the entry, so you can scroll back in history ;)
Tk::SelectionEntry: I couldn't find this one :-/

Hope this helps for your decision :)

Regards, mawe