All were great cities although I liked Prague and Vienna more. There seemed to be alot of construction in Budapest and there wasnt as much narrow cobblestone streets in Budapest as prague and Vienna.
I think the pick-pocketing and safety issues might be a bit exxagerated, Ive been in the last 3 years Rome, Barcelona and Prague and no issues.
I rode the subways in Budapest and Vienna (Vienna alot as I was on the outskirts a bit) and no issues, I walked everywhere in Prague except one tram ride to the Castle.
I took everyones advice about Taxis and did not take any taxis in Prague or Budapest. The advice about the Airport express bus was great.
The free tours of Prague where you just tip the person is a great intro to the city and I recommend them, I did the same tour in Barcelona
I took the day train from Prague to Budapest. It will likely be me only time in that part of the world so I enjoyed to view and I got to speak to world people on the train who wanted to practice their english with a native speaker.