From Fallen London Wiki
It appears as if selling the location to The Great Game is the most profitable, as you gain an item worth 1,560, plus 7 favours. The Urchins also give 7 favours, but their item reward is worth only 312.50. Revolutionaries' reward is worth 1,562.60, slightly more, but no favours, so overall less. And those cheap b_____ds at Hell only give an item worth 312.50, not a single favour. It's telling when high-class devils are less generous than literally homeless orphans.