Overall I'm going to say that hurricanes suck the most. They last a long time, do damage via wind AND water, and damage so widely that it takes vast amounts of materiel coming from far away to fix it.
I'd say as far as their power to devastate I agree, Hurricanes are the worst. But they they are not threatening to humans at all really unless you are a complete and utter moron. Tornadoes and earthquakes strike without warning and if you get caught up in one there's no way to avoid it. Hurricanes on the other hand are forecast weeks in advance. They move very slowly, so if a one is headed in your direction just get out of the way. The cyclone of a hurricane can produce winds up to 160 mph or greater, but the storm itself moves only about 3-4 mph. If push came to shove you could out walk a hurricane.
I live 70 miles from the coast. We had a major hurricane hit here in 2008. At it's peak it had sustained winds of 115 mph, but by the time it reached me it had died down to about 75 mph, which is pretty hellacious, but not threatening enough to make me leave my home. I had some damage and lost power for three weeks, but it I weathered the storm well. I wouldn't have stayed home if I lived down on the coast though. Galveston got beat all to hell.