I have all 3!
I found that Halo 3 takes less skill and more just jumping around like an idiot, but it's fun if you do the big team battles with lots of friends.
Gears of War is so great with the innovative cover system, now I go into CoD4 and expect to be able to latch onto walls and doorways... also the unique levels in campaign are quite fun, can't say much for the multiplayer online, wasn't a fan, Gears of War 2 has much better online modes.
I hated Call of Duty 4 for the longest time until I actually gave it a shot for more than an hour. Couldn't say the campaign is amazing although I've only played the first 4 levels I hear from friends that it's good. I like the online multiplayer a lot better than Gears. Definitely like going around and blasting snipers with a shotgun although I do get quite the bit of hate mail- hahaha.
So overall, I'd say because I get more out of Call of Duty 4's online multiplayer, I like it best. Gears is close up there though. Halo is alone at the bottom. Now in terms of the sequels to CoD4 and Gears, Gears of War 2 wins by a long shot.