Natural citrus flavours can give a product more of fresh, clean and “real” type taste but lemon, lime or orange categorically would not behave the same in other recipes. In other words, picking what suits you best involves considering the flavour profile you are aiming for, your base product and how it is going to be treated before storing.
Lemon is the most versatile. It has a bright clean, sharp flavour profile which makes it excellent to lift soft drinks, bakery products and sauces where you want a “clean” tasting product. Herbs (mint, thyme) and florals (elderflower) also go well with lemon. And if your product is already acidic you should not support it with an acid lemon flavour that will make the finished good too sour. For Natural Flavourings, visit Foodie Flavours
Lime is brighter and zestier, a little more grassy in flavour. It works perfectly in sparkling drinks, cocktails and tropical mixes as it is very good to counteract the sweetness of other ingredients providing crisp end notes. In dairy or creamy bases, lime can be quite unforgiving and bitterness lingers sometimes so it does require carefully balancing.
Softer, sweeter and rounded orange plays nicely with all things confectionery and the familiarity elicits an emotional response of comfort. It can also add a vibrant, sweetish juiciness to low-sugar recipes which will probably need some other notes there if you want that sour flame of an orange.
Two handy tips: first, decide if you want zest flavour or juice and peel flavours because they taste drastically different. Secondly, consider stability: the top notes associated with citrus may drop out quickly as vapour can also be affected by light and oxygen in addition to heat, so request a flavouring that is using suitable carriers (pasteurised drinks etc.)