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E, DanielAll three you mention are popular and respected with collectors to deliver a service, and each has it's vagaries you'll tend to notice over time. Generally it's the slight differences and tendencies that sway collectors to a particular grading company, not the return on investment.....generally 
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My preferences:
SGC for 1870's - 1981
Beckett 1982 - today.
I think you'll tend to pay 10%-25% more for the same card graded, less if the card is in poor condition and not a highly sought player. This rule of thumb can be thrown out if the card is scarce and or particularly valuable (in which case desperate collectors will gladly pay high prices for the chance to just own an example of that card), or where a buyer feels the grade suggested by the seller is lower than he/she thinks they can achieve on submission. Eg. Card is listed as 'good' condition - potentially a '2' if graded by a grading company, but the buyer feels the card will actually grade a '3' if presented to SGC. In this case, the buyer might want to risk/chance paying same or slightly more for this card than a similar card already graded a 2 by SGC. It's risky, and because grading companies are pretty tough on condition issues, often you'll lose a half or full grade on what you think the card will grade. If you're right, you will probably add 30% to the value of the card post grading.
If you chose to join the slabbing madness, you've got to be prepared to leave your ego and over critical eye at the door. You will agree and disagree with grades assigned all the days of your life - and if it takes away from your enjoyment of the hobby I would advise collecting raw.
Now if you like the archival nature of the slabs, some peace of mind regarding authenticity and approx. grade, and the ability to handle the cards casually and confidently - even passing them around to your kids and family, then Grading can really enhance your experience in the hobby.
All the best collecting.
Daniel