Of the three methods used, I prefer the magnetic lasso the most. It takes advantage of parts of a photo which stand out and is able to fairly accurately outline specifically what you are looking to cut. The only issue I can see arising is when there is little disparity between background and foreground, which the pen tool might be more useful for that.
The pen tool was, in my opinion, the hardest to master. It isn’t a hard tool to use, but it is significantly more time consuming than the others to get a clear and concise layer mask from. Positively, however, you get to more accurately cut things specifically how you’d like, and you are relying on your own raw input as opposed to assisted (magnetic lasso) or automatic (quick selection) methods.
A good way to improve the cuts would be to either dedicate more time to the cutting process itself, or to clean up any errors or faults with the marker tool on the layer itself. The latter will likely become more prevalent if you’re using the lasso and the quick select, whereas the former would definitely be relevant when using the Pen Tool as it allows you to make and undo individual points on the cut, where the closer they are, the cleaner the outcome.