All three data types have the same effective operation range. This range is determined by the ANT chip you are using, but typically ANT can achieve 0 dBm of RF power under ideal conditions. The datasheets specify in dBm instead of meters because many factors such as antenna design, noisy RF environments, enclosure design, PCB noise, etc. can affect the range of the final product.
That being said, under ideal conditions ANT has been shown to work at up to 30 meters line of sight. This drops as other factors above come into play. You also need to be aware that the frequency of ANT does not pass through objects very well.
The power level does change for the three types. The more messages you send, the higher the power consumption. Broadcast has the least messages and is the lowest power, acknowledged is more than broadcast, and burst has the highest power draw.
You can determine exactly how much power you will be using by putting your exact conditions into our power estimator tool:
http://www.thisisant.com/pages/products/power-estimator
