CF, ASP, and JSP all pretty much serve the same purpose. You will notice no major difference in them
For speed alone:
JSP > ASP > Cold Fusion
For easiest to learn:
CF > ASP > JSP
but learning depends on what you know already, if you know HTML, CF will be easy to learn, if you know VB, ASP is best, if you know Java, C++, or Javascript, JSP will come easier to you.
For Cost:
CF > JSP = ASP
ASP is free with any NT or Win2k server, or even Win 9x, im pretty sure JSP is free too, but you have to buy a priocey licenses from Allaire for a Cold Fusion server, or find a host that has CF support
For Availability of Help:
ASP > CF > JSP
There is tons of free help (and code) out there for ASP, mostly because it was pushed by M$, CF has a decent amount, but JSP is rising quick, a lot of people are picking up JSP. But for CF you mostly have to rely on Allaire, which doesnt leave many options.
For Scalability,
Any are good.
Personally I like ASP because I started as a VB programmer and i can basically do the same code, and i can call DLL's i made in VB really easy from ASP, and DLL's blow away any scripting language as far as performance and power. New languages include ASP+ and C# both basically newer MS versions of ASP and JSP/C++, which are part of that .NET thing, if you have Win2k, they are free, and very nice to use.