I have used all three over several years. Some of the answers below state that most of the work will be producing your own build scripts. This has been true in my experience as well. We use a combination of MSBuild and Powershell scripts for our build process, which can be run under just about any CI tool, so picking one comes down to what you're looking for in terms of customization, integration with other systems, performance, and ease of use.
Short answer:
I recommend Jenkins. So far it seems to be the best combination of the above qualities. It has a ton of plugins, some localization and is actively developed by the OSS community.
Long answer:
- I started with Cruise Control .Net. It was easily configurable with a text file and I found it highly reliable. However, we moved away from it because Thoughtworks was moving toward a paid product (Cruise, now Go) and future development was in question. A new team has since forked the project but there is little word about future development since.
- We moved to TeamCity, which is free and has a great ajax-y UI. It is easy to setup and get going and has a lot of features for distributed builds. We quit using TeamCity for several reasons. The server does a ton of stuff and it was a bit overkill for our basic needs. Even so, it was not very customizable (see Time Zones and notification contents) and we often found the administration UI confusing. That was all still okay, but we also had steadily worsening performance problems. We started with a standard HSSQLDB out-of-the-box, moved our installation to SQL server when we started experiencing degraded performance, then had to quit using the server at all as performance continued to degrade over time. I'm not sure what the culprit was but I couldn't find any cleanup to do that would explain the constantly worsening performance as the Tomcat web server fought with SQL Server for resources, even when there were no active builds running. I am sure it's my fault and I was missing some crucial setting or needed to feed the server more memory, but this is a shared utility box, we did not have these issues with CC.Net, and most of all, I am not a Java/Tomcat guy and don't have a lot of extra time to keep fighting with these issues.
- We've moved to Jenkins now. It seems to be working fine so far but we've only been with it a short while. It was easy to set up, does not seem to be taking nearly as many resources as TeamCity and has a ridiculous number of plugins. The only downside so far is like many OSS products, it does not seem to have the best documentation and it does so much that I may be tweaking knobs for a while to get it set up the way we want.