What follows is based on my understanding of each, based on pharmodynamics, kinetics, and my understanding of the literature.
1. Probably mdma, but this question is dependent on the situation. Rave/nightclub? Probably mdma. Family function? Probably alcohol or low dose ghb.
2. From what I understand, ghb (assuming responsible use, apparently addiction can be extremely harmful. The mammalian body is designed to metabolize it due to the fact that it is found in every cell. The human body isn't evolved to metabolize the others, at least no where near as efficiently, and no where near as safely.
3. More in depth effects can be found by utfse, but generally alcohol is a gaba-a.agonist.and nmda antagonist, resulting in general sedation and decreased inhibitions. Ghb is a gaba-b and ghb receptor agonist, again resulting in physiological depression, decreased inhibitions, and has a powerful pro sexual component. Mdma released serotonin, dopamine, and other monoamines, thus resulting in autonomic stimulation, and euphoria and empathy. Dxm is an nmda antagonist, thus classified as a psychedelic dissociative.