As you are asking for idiomatic:
Just stick with "prefer". This already states what you want to do most. Skip the "however" as it indicates a contradiction.
All of these options sound interesting to me, among the choices I prefer to do X.
You could also drop the "to me", as it's clearly you making the statement and "among the choices" is implied unless X is not in the original set of options. Your sentence then can be reduced to:
All of these options sound interesting, I prefer to do X.
However, if X is not in the original set of options, the "however" remains to indicate that you will do something different.
All of these options sound interesting, however, I prefer to do X.
If you really, really want to use "most", it goes to the end:
All of these options sound interesting, among the choices I prefer to do X the most.