In case the OP isn't aware of differences in the way Bibles are translated:
* All three are conservative translations. A couple of people have mentioned NRSV. That's a mainline translation. Generally conservative translations are made by people who believe in Biblical inerrancy. Differences aren't major, but conservative translations tend to have their OT translations match the context in which they are used in the NT. There are also a small number of places in the NT where one's theology affects how you understand the NT authors.
* Among the three translations, the NKJV rejects modern textual criticism. It keeps the same text that was used in the King James, ignoring more recent discoveries of older manuscripts, etc.
* The difference between NASB and ESV is mostly style. Many people consider the NASB to be more literal and harder to understand, though I'm not sure I'd agree. Obviously the groups that did them are different, and so inevitably they'll make different judgements. The ESV is based on the RSV, which, like the NRSV, was a mainline translation. The ESV committee made changes to match conservative preferences, but many of the merits of the ESV really come from the RSV.