I like all three of them.
Conan is probably the one that made me laugh the most, I like Jay Leno's monologues and Letterman has great timing with his jokes.
I haven't watched them recently though.
Pretty much exactly how I feel. Overall I don't care for Letterman's show as much as Leno, though some of the bits on leno get old real fast (and they keep redoing them), but there are also some I really like. Letterman seems just as good as Leno on their own though, if not better.