Rehobeth is more "open" and has the most to do of the three. It feels like a modern beach spot, but retains small town charm. Best restaurant and shop options.
Bethany is stuck in the early 1970s, in a good way. It has a couple of restaurants and bars, more than enough shops for a long weekend, and tons of beach houses for friends or family.
If "Virginia is for lovers" then "Dewey is for drinkers". Only a small handful of restaurants (Nalu Hawaiian Surf Bar and Grille was good) and lots of 16-24 year olds roaming around looking for beverages and a new "friend".