It depends on many things... If you want to talk about vitality and for example, the choregraphy of WBSS, I'll say Bad Tour, definitely. But in terms of visual entertainment and quality of show, HIStory is by far the best. I am more than in love with the Scream/TDCAU/ITC part, where the dancing is flawless from beginning to end, and for the staging of all the major hits as they were in the videos. My favorite being Smooth Criminal. Now obviously, his energy during Dangerous is also absolutely amazing, but to me, HIStory remains the most perfect example of multimedia entertainment. Some consider it too mechanical but I don't, in fact, watching his three tours successively, you realize that he was moving towards perfection more and more each time. I am actually curious to watch This is it, although I know it will be painful to do so, because when I saw his TDCAU choregraphy in rehearsal, I almost found he was better than when performing in HIStory tour.
So yeah, for me it goes chronologically from amazing to utter perfection. Perfect interactive staging for HIStory, slightly less for Dangerous, and more "music concert" for Bad.