HA Zigbee is the easiest to set up. You just plug in the stick and add the Zigbee integration (usually this is even auto-discovered).

Zigbee2MQTT is slightly harder to set up, but still very doable. It supports a wider range of Zigbee devices, although Philips Hue lamps (or any not-too-obscure Zigbee device) should not be a problem on either HA or Z2M.

I got myself a Sonoff Zigbee dongle about a year ago, I think it was somewhere around €20 so it’s not too expensive. I use it with Zigbee2mqtt, which is not hard to set up if you run Home Assistant OS or Supervised. It should work with the HA Zigbee integration as well, though