(UK) All three are technically correct, but 1 and 3 are the most commonly used. 1 is casual and the most frequently said (mainly because it has fewer syllables and we humans are lazy).
Edit: Thinking about this more. Phrase 1 is what you would normally use when you desire something that is not shared with others, for example:
“I found this old slice of bread behind the sofa…”
“I want that!”
Or “This week’s jackpot is 1 billion pounds!”
“I WANT THAT!”
Phrase 2 or 3 are normally used when you are expressing a common desire.
“I wish this skyscraper would just fall on top of me so I don’t have to go to work tomorrow” “I want the same”
“I wish Uncle would stop drinking.” “I want this too, but he is very thirsty.”
It’s worth getting into ahead of the release of the second one in a few months time