All three of them are comfortable fits, with the length of the Diva Cup being a bit of an issue, especially right at the beginning of the period when my cervix is lowest. I have to take a long time to allow my body to adjust when I'm inserting for the first time each period, no matter which cup I use.
Diva's the longest, but has a tapered end, so it's got a generally slimmer shape, which I like. Something about its size, possibly the length, mades it not 100% comfortable -- I feel "aware" of it more than I do of the other two -- but this is not a consistent problem. I found the ribbed stem to be tremendously irritating and cutting it off entirely made things much, much better. It's in between the firmness of the LadyCup and the MeLuna, and it opens easily inside. It's easy to "screw" into position once inserted. The silicone is a little more frosted and grippy than the LadyCup's. In my opinion the best thing about the DivaCup is that you can't beat it for capacity; in order to fill it completely I'd have to wear it all day on my heaviest day.
The MeLuna, without the stem, could almost fit completely inside the DivaCup. Its ball stem is excellent for gripping and pulling; I wish more cups had this! As the firmest cup, it opens very easily once inserted and can be "screwed" into position. Folds take a little more force to hold in position, but the grippy texture of the MeLuna's material makes that a little easier. I prefer the slickness of silicone for insertion, but I really don't have any problems inserting the MeLuna. At first I found the grip rings at the base irritating, but after the first day or so I didn't notice them anymore. You have to be careful when gripping them to make sure you don't pinch yourself, but again, after a day or two of practice this wasn't an issue.
The LadyCup is shorter than the above two, with a wider body. I didn't like the edges on the LadyCup's stem, and beveling them didn't make them any better, so I cut it off completely. Because of the smooth bumps on the end, it's trickier to get a grip on than the other two, even with the stem. I sometimes had to dig in a (short) thumbnail to get enough traction, and I'm a little concerned this might damage the cup in the long run. It's squishier, so it's easier to fold but slipperier to hold in place and a little harder to manipulate open. It doesn't have as much capacity as the other two, and when it's full, it's VERY difficult to remove: I had to pull it as far down as I could manage and try to dry off the end to get more traction, and when I squished it to remove it, it didn't break the suction. When I did manage to remove it the mess was considerable. On the plus side, it's very slick silicone, so it's very comfortable to insert and remove. I liked this a lot on my lighter days, when using the others would have been overkill, and since that's what I bought it for, I don't have a problem with using the other two for the beginning of my period.
So, on the whole, I think I've got my cup bases covered between these three.
If you have any questions I didn't cover here, I'd be happy to answer them.