Nanomechanical photothermal sensing has significantly advanced single-molecule/particle microscopy and spectroscopy, and infrared detection through the use of nanomechanical resonators that detect shifts in resonant frequency due to photothermal heating. However, the relationship between resonator design, photothermal sensitivity, and response time remains unclear. This paper compares three resonator types — strings, drumheads, and trampolines — to explore this relationship. Through theoretical modeling, experimental validation, and finite element method simulations, we find that strings offer the highest sensitivity (with a noise equivalent power of 280~fW/Hz$^{1/2}$ for strings made of silicon nitride), while drumheads exhibit the fastest thermal response. The study reveals that photothermal sensitivity correlates with the average temperature rise and not the peak temperature. Finally, the impact of photothermal back-action is discussed, which can be a major source of frequency instability. This work clarifies the performance differences and limits among resonator designs and guides the development of advanced nanomechanical photothermal sensors, benefiting a wide range of applications.