Lots of good woods to use, but the only one on your list is the red cedar. Some have mentioned white oak. It has limited rot resistance in my experience. Red oak has none, and WO is better, but still not really an exterior wood. A hierarchy:
Teak
Ipe
Cypress (old growth is much better than new growth but impossible to find unless reclaimed)
Spanish Cedar
Red Cedar
Treated wood
There are others I am sure. Local availability varies. I have never seen cypress lumber locally, for example.
The lighter woods have their pros/cons: Easier to move the chair, but then they are easier to blow around in a storm. Pick yer poison. You can't beat Teak, but it is expensive and hard to work with. Plus heavy, if that matters to you. There is a company around here that makes outdoor furniture from recycled milk bottles (HDPE) and other additives, which are really nice and durable, but heavy ( again - depends what you think about that...)
My $0.02