Smoothcam filter vs Warp Stabilizer
After Effects, especially with Mocha, has the most advanced motion tracking and stabilization capabilities of these 3 options, but they are also the most complicated to use if you want the best possible results.  (Note that AE also does offer simple options like Warp Stabilizer if you don't need super advanced stabilization.)

The options in Final Cut Pro X and Premiere CS6 are far more limited, but both are still reasonably powerful.  I will deffer to Guus' answer for that comparison though since I don't have experience working with Final Cut's stabilization.