If you want to show progress, just use a Step m/N display.
If you want to enable the user to jump to specific pages, one of these formats make sense.
I've had a case where adding the Next button to a tabbed interface created confidence on what to do next. (No more than hallway usability test).
Advanced users could easily skip the pages they didn't need, beginners are guided by the "Next". (But be aware this was not a wizard extended by tabs, but tabs extended by a next button.)
The 3rd version sticks out by not focusing on part of the information. That's bad in most scenarios where you'd use either a tabbed interface or a wizard. Might be ok if you have to pass through all options and most are usually taken.
Functionally, 1st & 2nd are identical, so user expectations will take the bite.
Both need the Next indicator to show the user the process is not complete - as without the next, they are both used for option dialogs where the page acts as filter, not as step.
The 2nd is visually more pleasing for me. It would also allow indented sub pages.