I'll say it all depends on your age, skin type and needs. I have combination skin and Im using a combination of all three in the past.
La Mer for sure is the most expensive brand among all, but I should say I do love their cleaning gel and moisturizing cream. However, La Mer cream is VERY heavy and thats why its only good for dry skin or like I just use it in winter time.
Kiehls is inexpensive as compared to the other two brands. And they actually have many good products which you can try for the start. I recommend their pineapple papaya facial scrub, soothing gel masque and rare earth facial cleansing masque. Btw, you can always go to the store and ask for free samples. (in NYC)
SKII will be the least brand Ill recommend you as it doesnt show much effective on me. Skin rebooster is the only product I recommend if you need a temporary 911 for your skin.
Besides, some of my friends told me that your skin will actually be worsened if you stop using their products.
Anyway, you DO need to actually try those products on your skin as results and effectiveness will be different among people. Ours are just suggestions but hope they help.