Here is an update to my measurements based on the inputs I received in this
thread. What I finally did:
* set each dongle (E4k, FC0013, R820T) to its maximum gain setting. For the RF
gain value I based the setting on the rtl-sdr library values, and for the E4k I
just experimented with the IF gain setting. BB setting (in the osmocom sdr source
of gnuradio) does not seem to have any effect on these dongles so I settled for
E4k: RFG=39, IFG=45 ; FC0013: RFG=20 ; R820T: RFG=50
* I measured the RF and FM/AM demodulated output power and SNR for a given synthesizer
output power, even though this figure does not seem relevant
* following the advice give here, I tuned the synthesizer output power in order to
reach a 10 dB SNR on the demodulated output. I do not have a power meter to check
the power output of the synthesizer but being a rather new Rohde & Schwartz SMA100A
synthesizer, I am confident the reading is accurate (their frequency calibration is
excellent -- in the ppb range accuracy -- so I am confident on their power output as well).

FM modulation: synthesizer output power in order to reach 10 dB SNR (10 kHz modulation,
5 kHz deviation). All values in dBm
E4k FC0013 R820T
137 MHz -106 -108 -112
434 MHz -102 -110 -112
1500 MHz -93 -57 -50

AM modulation: synthesizer output power in order to reach 10 dB SNR (3 kHz modulation,
30%). All values in dBm
E4k FC0013 R820T
137 MHz -101 -101 -91
434 MHz -108 -110 -97
1500 MHz -101 -58 -27

So obviously E4k is the only option for GPS reception. I hope you find these readings useful.

Thanks for the help, JM