I can only speak about ESPN and Yahoo, but Yahoo's is terrible, IMO. Horrible UI, looks like it was made in 1999, and several key things are buried in random, unintuitive spots. ESPN spanks the hell out of Yahoo for fantasy football.
Interesting. My take is exactly the opposite. I tried NFL and Yahoo when I started in 2001. Lost interest in NFL because it had fewer features and customizable options. It was always at least one year behind Yahoo with its upgrades and features.
I gave ESPN a try in 2009. I didn't like it, but figured that was only because I wasn't used to it. Three seasons later and I still didn't like it. I even won a league on ESPN my first year, but still did not enjoy the site at all.
For the most part, the two have the same options, so the difference is mostly in appearance and familiarity. But in the time that I was using both, I saw Yahoo making big updates each year. They responded to player feedback by adding more manager control, easier keeper options, custom schedule-making, drag-n-drop, etc., while ESPN stayed mostly the same.
I like how Yahoo keeps a cumulative and complete player profile, along with a trophy case. When I create a league, or even join one, I like to know about others' fantasy history. At ESPN, about all I can see is who someone's favorite teams are. The profile is useless. My profile, after skipping the 6 tabs that I never used and clicking on the "fantasy" tab, has one line of text: 2010 Fantasy Football League Winner. That's it, no further info. I look at other managers' profiles and I find nothing about their history, but I get things like "So-n-so is a fan of soccer, NHL, NBA, and NFL."
The stat-keeping at Yahoo is far and away the best I've seen. Last year it introduced write-ups on every matchup of the season, with several graphs and bits of historical data about each manager, past matchups, etc. They were auto-generated, but they read like actual game summaries, complete with clever headlines. The smack-talk features are excellent. The message boards for every league allow for threads, attachments, and polls. Very cool stuff, that if you don't want to use, you don't have to.
I just tried a mock at ESPN. The countdown timer to the draft opening didn't work. The clock skipped by 10 seconds at a time, with random glitches in between. The DST list had a dozen stat categories, 11 of which were filled with zeroes, meanwhile the ADP was nowhere. The draft window itself looked fine, but all other pages look like something I made in my one-credit HTML class back in 1996. I got a D in that class.