I have caught a game at all three and would rank them as follows:
1. Fenway
2. Yankee Stadium (mostly just because it really is THAT miserable to be surrounded by 40,000+ yankees fans)
3. Shea
I loathe Shea for a variety of reasons, not the least of which was the aforementioned planes. However, I was actually officially hexed at that stadium. As a middle schooler, I was living in new york for the summer while my mom was there on business. One fine afternoon, my buddy from Houston who had come out to visit and I decided to go out to a Mets vs. Braves game (fuck em both). My dad had originally planned to come along but couldn't at the last minute, so I had an extra ticket. Walking in through the subway tunnels, I thought I could earn us a little extra spending money by scalping the other ticket to one of your classic "I'm a shade tree scalpin tickets and rollin dice and slingin fake shades in the subway type dudes." We get into the stadium and our seats situated right in one of my favorite spots to catch an MLB game: front row of the 2nd tier, slightly to the right of the foul net. Right about this time is when I immediately regret scalping said ticket. A portly middle aged guy with high tube socks and a fanny pack squishes into the extra seat next to us. And this guy is pretty much a "come check out my windowless van full of ice cream type character" except by basically knocking us into the field level below in an attempt to squeeze into his seat con fanny pack, he didn't really seem to like kids all that much. In the early innings, Andres the Big Cat comes up to the plate. He fouls one back and it's headed right for me. I mean I don't take a step, and it's going to hit me right in the numbers. Having never caught a foul ball before and being a pretty well-coordinated kid, my main task in order to reel this one in is just to keep my excitement under control. Right at the point when I can basically start to hear the hum of the seams through the air coincided immediately with when I felt a fanny pack jab me in the stomach, felt popcorn fall onto my shoes, and saw the guy reach out in front of me (3 seats from his spot) and snag the foul ball. He went back to his seat, fondly eyeing the ball and never even spoke a word of apology for the synthetic butter that had doused my khakis or his overzealous pursuit of a foul ball that imperiled two pre-peach fuzz kids. Classic fucking fan of the steM. Never has another foul ball ever come near me in the last 13 years, and I'll never scalp a ticket again.