The Chicago Manual of Style would say those are all incorrect, I think. The last one is an indirect question, but syntactically it's just a regular declarative sentence. I'm not sure why the second one would ever need a question mark. And the first one shouldn't have one, as far as I can tell, but for some reason it really feels like it should. I personally like "Guess what?" with a question mark, but I can't really figure out why.