After some experimenting, I've confirmed that Google is the worst so far for directions. It seems to give the most complex directions and can get confusing. For example, there is this one long street called Grand Ave. Google took up about 6 steps to tell me to go about 8 miles down that one avenue. This was because it kept saying to go down W Grand, then E Grand, then W Grand again. Not only that, but google's directions aren't as clear. They also don't list the highway designation sometimes, only the name of the road. Yahoo and Mapquest give both the name and the numbered designation. The only things I like about google is it's ease of use, simplicity (though still lacking some features), and map function.
EDIT: BTW, I was comparing Google to both Yahoo and Mapquest. Neither of them have Google's negatives. Yahoo and Mapquest are about the same, IMO. I haven't tried using MSN yet.