K.C.
My son has been to several birthday parties at Pump it Up in Lisle, so it is quite a popular place. I think it caters to more to children in the 5-7 year range though, as there is a lot of climbing to get up slides, etc, which I'm not sure that my 3 year old could do by herself.
We've also been to Odessy Fun World for a cousins birthday and I did like that place - within your party room, you can have face/hand painting which the little ones like and a pinata with strings. If you choose to, you could also just opt for the kiddies to run around in their enormous tunnel system. My 3 year old was able to climb all the way to the top by herself, and thought it was so cool to be like 2 stories up in the air.
I do not have any knowledge of the other two places you mentioned, so I guess my recommendation for a 3 year old would be to Odessy. Hope that helps! Good luck! ~K.