Do you really like them all? A few years ago, my friends had a grilled cheese party where we made them with all 3 and all different cheeses. The consensus was that butter was superior, olive oil was an easy second, and mayo was inferior to the other two. 

 Different cheeses can absolutely ruin it. I am not a fan of the really strong cheeses. But as far as mayonnaise or butter or olive oil go, Ill take them all together or individually.