I have all 3 within a 10 mile radius.
I like Menards best, but it sure is far from perfect. They have some decent tools, but you need to know what to look for as the good ones are intermixed with the junk from China. I hate their rebate price scam. Just give me a good sales price and I'd buy a lot more. The store is quite clean, and the department people are helpful.
I hate H.D. Their idea of merchandising stuff vertically is a giant turn off for me. 10 or more years ago, one of the national news programs did a bit on H.D. and the number of lawsuits from merchandise falling from the high racks onto customers leading to very serious injury and death. Evidently the corporate execs feel it is cheaper to hire lawyers to fight these cases than to change their business model. A few years ago, I was about to buy an 18" aluminum pipe wrench which was hung on display hooks about 8 feet above the floor. Along with the heavier steel pipe wrenches, this was a likely customer accident waiting to happen. About 12 years ago, I bought some quality Porter Cable electric tools for my sons and SIL as Christmas presents, and bought a few more for myself. A couple weeks later, I went into the same store to buy a collar kit for the new P.C. router, and was told that "we don't have any accessories" they just do not create enough sales to justify. So go to a real tool store."
Lowes built a place just a few miles from us. The warehouse style of H.D., the much higher prices, the huge amount of mid to poor quality tools, and very poor customer service turned me OFF. I was recently looking to buy a washer and dryer, and there were 3 people working in that dept. Not one was with a customer, but they could not put their personal conversations on hold to even acknowledge me. I waited about 10 minutes, and doubt that I'll be back to that store.
So if I want good lumber, I go to the real lumber yard, and if I want a wide range of plumbing, electrical, flooring, etc. I go to Menards and try to choose products made in the USA.
Just my opinions based on my personal experiences.
Paul in MN