The common hexoses do not differ much in energy content (meaning Gibb's energy of formation, $\Delta_f G$). But they have different structures and chemical properties. Glucose and galactose are aldehydes when present in linear form (they are tautomers), while fructose is a ketone, which gives somewhat different properties. They are also used in different macromolecules and other metabolic products. For example, galactose is a component of hemicellulose in plants, while glucose is used for glycoproteins in humans.
Glucose has evolved to be the main blood sugar in vertebrate animals, and other sugars from the diet are quickly converted into glucose. This arrangement is useful as it provides a "common currency" of carbohydrates that can be exchanged between cells of the body, and reduces the number of enzymes needed in central metabolism. The conversion of fructose and galactose into glucose has a small biochemical cost, so in this sense, these sugars afford slightly less energy to human cells than glucose. But again this is not because of an inherent difference in energy content, but rather due to how the metabolic network is structured, with glucose as a "central", preferred metabolite.
In general, though, isomers of chemical compounds can have different energy levels, because some configuration are more energetically favorable than others. The classic example is the difference between the trioses glyceraldehyde/dihydroxyacetone and their isomer lactate, which differ enough in energy to support the synthesis of 2 ATP in lower glycolysis.