The only difference in the follow on milks is extra iron, the other nutrients are the same.
Follow on milk was purely created to get around the laws preventing the advertisement of first stage milks. They can't advertise milk aimed at babies under 6 months, so they advertise their "follow on milk".
Goodnight milk is usually different, it's like the "hungry baby" milks - Goodnight milk is often curd-based like "hungry baby milk" rather than whey based. Whey is easier to digest, Curd based milk stays in their tummy longer.
If not curd based, "goodnight milk" may contain other thickeners which do the same job of making the milk sit in their tummy longer and be harder to digest, in theory making them sleep more/longer.
Personally I'd stick to first stage milk.