Gracilaria, Ulva, Sargassum (the lone brown algae in your list) and Halimeda - tend to be shipped as a free floater, and can be convinced to attach to rock if you tie them in place (I use black sewing thread).
Halimeda can also be stuck into the sand bed to allow some rhizoids to grow and then stuck into the rockwork to holdfast there or left in the sand.
Caulerpas tend to like the sandbed, but will happily grow on rock as well. Once established on rockwork they can be very, very hard to get out of the system as even small peices of rhizoid material can regenerate whole plants. I keep mine restricted to the sand bed, Caulerpa prolifera in particular does well here.
>Sarah