All 3 are in the town 30 miles from me.
90% Menards, 10% Home Depot, and I've been in the Lowes a few times.
Menards is typically lowest priced, has least helpful help, and is a little more like a warehouse store, not refined.
As a handy fella I usually know what I want and what I'm doing, so that lowest priced, less refined stuff appeals to me.
In the past decade they have improved a lot, their ordering staff is much smarter, and the help actually can help many times. Used to be 15 years ago, you were just on your own, the help would slow you down not help you out at all.
One is set to open in my town, rumor is on the 19th. Look forward to it. I feel bad for the two local lumber yards, and even the farm store here, but as it was, we could drive the 60 mile round trip, buy 10 2x4s and be saving money.... You'd meet a lot of neighbors at the Menards 30 miles away......