Better than driving all three, I've owned all three, and they were all five-speeds to boot. At this point in time, even the best kept examples of any of these cars are going to be rough as a cob.
Cavalier: JUNK. Drives like JUNK. Holds together like JUNK. It is, for all intents and purposes, JUNK. I would avoid like the plague. Fun to drive? I'd rather cut the skin between my toes with an X-acto knife and douse my foot with habanero chili sauce. I'd rather clean all the bathrooms in Grand Central Station with my tougue. I'd rather dive into a swimming pool filled with double-edged razor blades. You get the idea. I ****ing HATE these cars.
Escort: If you're talking the pre-97 models, then yes, they're great little cars, all things considered. Even the 88 hp wheezy 1.9 is acceptable with the Mazda five-speed and it has capable, Mazda 323-derived chassis. The '97 redesign numbed the car considerably, IMO, except for fun-yet-buzzy ZX2. Solid middle ground, and probably the most reliable choice.
Neon: Even the SOHC cars are rev happy, reasonably powerful, and the suspension is plenty capable. Chalking, disintegrating interior plastics aside, the Neon is the best all around package here. As mentioned before, the majority of the head gaskets by now should have been replaced by far superior aftermarket ones, and if they haven't then it's not expensive to have your neighborhood wrench do it. They should be able to do the job for cheap and in their sleep. The rest of the car was reasonably simple and not too much goes wrong with them. The biggest problem with first gen Neons is that they were by and large purchased new on the cheap by people who didn't take care of them, sold to second owners who continued the cycle, and ultimately are now giant pieces of ****. But if you find a first gen Neon in decent shape, then it will reward you plenty, and there is a large aftermarket for them, too.