I think I like at the best; however, I would regard them all as idiomatic and correct, with no discernible difference in meaning.
As an aside, we could shorten the sentence a little bit by using the preposition atop:
We'll go through the class list and start with the person atop the list.
This isn't necessary unless you'd like to cut the number of prepositional phrases at the end of the sentence from three down to two. Another way to accomplish the same objective would be to simply leave out the "of the list" at the end:
We'll go through the class list and start with the person at the top.
Since the first part of the sentence mentions the list, there is no need to repeat it at the end of the sentence.
That all said, it's important to note there is nothing inherently wrong with three consecutive prepositional phrases at the end of a sentence. As a matter of fact, more than one sentence in this answer does the same thing.