I think the worst situation is being down one. (Nearly) all the pressure is on your team to make something happen, and even if it does it may still end poorly for you. The other team just needs one small break to sink a dagger into your hopes and dreams.

Being tied is rough, too, as it only takes one brief flash from your opponent to take back the lead. It is less stressful, though, because you're not chasing the game trying to get on an even footing. It sucks, but you still have enough of a chance that the outcome of the game isn't fully decided.

Being ahead by one is tense, but it isn't as bad as the other two. Yes, you need to not be complacent, but you aren't fighting with every scrap of your being to get one back. You can focus on not making mistakes and making sure things build up in the way you want.

Honestly, the most tense situation ever is being tied with little time left after giving up (x) goals in a row to bring it even. The lost momentum feeling you get when trying to "stay alive" is the worst.