Geez, I've never grown any of those so I know little about them. My guess is the warm south window would be preferable. Basically, I think any plant will do better with a little supplemental light in the short days of winter though, which can be as simple as a CFL light or shop light for a few hours a day. If you can't swing it, you might try a few in each room and see which does better. In your climate they might get by just fine in a south facing window. And you probably get warm days in winter when they could take field trips outside into the full sun for a few hours in an afternoon.
But they'd probably like a little extra light.
Karen