Without a doubt, Zhou Yu is greatest of the three that you have listed. He helped found, protect and expand the kingdom of Wu during his lifetime, and he was the one who had the grandest strategies in mind for continued expansion. Wu's potential to conquer China died with him.
When Sun Ce died, Zhou Yu was the most logical choice to succeed him, but through love and loyalty, he supported an unproven boy to rule over a fledgling territory. This shows remarkable quality to be truly selfless even when there was no reason to.
He had the charisma that could unite rival factions amongst his own men, and could inspire them back from the brink of defeat.
Even Sun Quan was noted as having described Lu Xun as similar to Zhou Yu but lacking Gongjin's flare. This goes to show that Zhou Yu was the yardstick that all of his successors would be measured by, and the esteemed opinion that Sun Quan had of him. Clearly Zhou Yu was the greatest of them.
"Never argue with an idiot. They'll just bring you down to their level and beat you with experience."
"Censorship is a tool for the closed-minded and insecure."