I have used them all! I live in the south and fleas and ticks are a problem even when you use the prevention medication. Here's what I have heard from vets and/or experienced. Advantage is best if fleas are your biggest problem. Frontline is best if ticks are your biggest problem.
Advantix and Frontline made Toby scratch more than Advantage. Holistic type vets say that Advantage is the "safest" of the three (for what that's worth).
If you live in a warm, tropical type area like I do, you will find that you still get the occasional tick and that the prevention medication doesn't really last a whole month. Per my vet, baths do make some of it come off.
My vet cautioned us about using them right now since we have a mobile baby in the house. I have been working very hard with diet, natural sprays, caution on play areas, etc. and have had good success with it since last summer. That being said, we are on our way to the vet today to see about doing more because in the spring it is just so bad in my area.
If you live in an area that is more seasonal with fleas/ticks you can give them a break from it in those off months. While fairly safe (if you don't have small children in the house), it can be irritating to their skin and a break can be helpful during the off months.
I am certainly no expert, but I hope that helps!