Step 1: Understand ozone depletion.
The ozone layer is depleted primarily by chlorine and bromine-containing compounds, notably chlorofluorocarbons (CFCs), commonly known as Freon.
Step 2: Review the options.
- SO$_2$ (Sulfur dioxide) contributes to acid rain but is not directly involved in ozone layer depletion.
- CO$_2$ (Carbon dioxide) contributes to global warming but does not affect the ozone layer significantly.
- Freon (CFCs) is the most harmful as it releases chlorine atoms, which break down ozone molecules.
- "All of these" is incorrect as only Freon is a significant ozone-depleting substance.
Step 3: Conclude.
Freon is the most harmful to the ozone layer, making option (C) the correct answer.
Final Answer:
\[
\boxed{\text{Freon}}
\]