Code 3 of 9 is a plain-text format. It only contains your barcode contents plus a start and stop character (*). In general, it also does not support special characters. If you have numeric or simple item names without special characters, you can use it.
All the other formats are encoded one way or another and/or contain check digits. In order to use those formats, you will need to tap into one of AX's internal barcode generating classes, use an off-the-shelf barcode library, or if you're really brave, write your own.
Simply selecting the Code 128 font will not work. You have to encode the values first.