The option market with the lowest implied vol and highest dgamma. In this case, DOW. The question should read, "which atm options" to maintain equiv deltas across index classes.
Yes, depending on which dow contract offers the greatest IndexVal/Prem ratio. Obviously all the dow contracts, futures options will be very close in terms of the ratio and implied vol-line.
No on dgamma, but unnecessary with an implied vol figure. Buying cheap gamma and curvature is a function of low volatility. OTM index calls have the cheapest gammas. OTM puts have good curvature, but the index smile adds cost and reduces slope. Having a +dgamma fig simply means that your gammas are increasing, as a visual example; it's the left-half of the bell-curve. With short otm, you're accumulating d/g risk. As a rule: buy upside gammas[otm], sell downside gammas[atm]. www.ivolatility.com for index IVs.