To find out which of the above best-of-breed grasses will work for you contact a local lawn care professional or contact your local county extension service. They will be able to tell you through trial and error which ones will work for your situation.
You also want to be careful about mixing different species together. For example, Fine Fescue and Kentucky Bluegrass are both recommended for cold areas, but the two don't go well together in the same lawn. Fine Fescue is a bunching grass, while Kentucky Bluegrass is a spreading-type grass. You'll end up with clumps of fine fescue growing up out of your Bluegrass lawn and it will look just bad.
So, make your choice and get ready to start! How?