EPH 100s are the most natural sounding of all three. Soundstage is impressive, but yields to XBA-3s. The lows have plenty impact, the mids are perfectly clear and balanced, neither dark nor bright. The highs are quite smooth and very listenable, but as a result the sparkle is basically absent. These have the best isolation here and are the most comfortable earphones here.
XBA-3s have the best soundstage of all three, and the best overall extension (especially the treble), but the bass doesn't seem to go as low as the XBA-4s (it's still very low though). At the mids, however, the XBA-3s beat the XBA-4s, sounding much more balanced and full than the XBA-4s. I loved the highs on these, sparkly and pronounced, yet not nearly as harsh or sibilant as Sony's EX600s could tend to be. As it is a balanced armature based IEM, it tends to sound unnatural, a little worse than even other BAs, but not as bad as the XBA-4s. Good isolation and comfortable to wear for long periods of time.
SE215s, if you can get all IEMs at around the same price, are what I recommend staying away from. They have the fullest, warmest mids of all the IEMs here and can produce nice male vocals, but not WOWing enough to make this better than the others here and not nearly as good as the other Shure IEMs. The other IEMs have much better clarity, with mids much cleaner and pleasanter than those of the SE215s. The soundstage is decently wide, but the others are clearly better. The bass has good impact, but doesn't go as low as the others. The treble doesn't extend very well at all, but what's there is good enough. Isolation is probably as good as that of the EPH 100s with the Shure Olive tips, but are noticeably uncomfortable to wear for too long.
The safest bet here would be the EPH 100s, but the XBA-3s would also be a great option at this price. My advice would be to not get the SE215s since you can get them all in the same price range.
(I currently own the EPH-100s, SE215s, and XBA-4s and have had a good amount of time with the XBA-3s to note my impressions).