Hello,
I've also been accepted to all three of these schools, but for microbiology/immunology, not neuro. My visit to Yale was decent, I thought they had an excellent program, but a little sparse in the number of micro faculty. The program was one of the most course-oriented ones that I explored, which may or may not be for you. I grew up 20 minutes outside New Haven, so I can tell you it's not nearly as dangerous as people say it is, but it is pretty limited compared to NYC in terms of activities.
I just visited Rockefeller a couple days ago, and I had a miserable time, to be honest. This may have had something to do with the pouring rain, but it was truly the most disorganized interview weekend I'd been to. Rockefeller was my top choice for a long time, it carries a very prestigious name in the field of biology and offers amazingly affordable housing in a great area. However, I got the impression from the professors I talked to that Rockefeller has an extremely unstructured program (they called it "flexible"). Every PI seemed incredibly busy to me; they kept moving my interview schedule around to accommodate the professors' schedules. In the end, I had the feeling that going to Rockefeller would leave me completely on my own, with little or no faculty mentorship.
Columbia offered a small program with a friendly atmosphere and great (but relatively expensive) housing on the upper west side. Even though the campus is all the way up in Washington Heights, it's just a quick subway ride from the rest of Manhattan. The program is more structured in terms of coursework than Rockefeller's, less structured than Yale's. And the faculty there have been following up with me constantly, saying how excited they'll be to be working together. Columbia probably boasts the smallest lab size of all of these schools, to boot.
So that's my two cents, and I hope it helps, but keep in mind I was interviewing for micro/immuno. I'm sure you can't go wrong attending any of these schools, unless you're in some really obscure field. Good luck with your decision!