I'll go for Murali if we're talking about ODI's.
But the contest between the three is actually pretty close.
And that's the thing about Warne in ODI's.
People forget his ODI heroics. They forget his performance against the West Indies in the 1996 World Cup semi final, when the West Indies had that game won. And then there were his two performances in the semi-final and final of the 1999 World Cup. There are others I could mention too.
On the big stage Warne wins this. Without wanting to start a Warne v Murali debate, I always watched Murali closely on the big stage, such as the last World Cup, and I don't think he was as good as Warne on the big stage. Of course I do remember Murali tearing through New Zealand in the last World Cup semi final, which was a joy to watch for so many personal reasons.
Warne was so competitive when he bowled, and he just wanted to be in the spotlight and perform. Lara talked about this on youtube when comparing Warne and Murali. Warne just kept coming at you, and loved to compete as much as anyone. That's what I think made him great on the big stage.
This isn't forgetting Warne's success in ODI's against guys like Cullinan (who was a very good ODI player before Warne ruined his reputation) and Inzamam. Warne had the number of some pretty big names.
You just can't rely on stats when it comes to judging players, you have to go by experience. I remember in the mid 90s Warne had a good number of MOTM awards for ODI's, although his stats never reached the level of say Murali. While I've seen plenty of ODI's where teams seem content not scoring too fast off Murali, knowing they're not chasing a big score, and they don't have to risk their wicket.
This doesn't change my choice though. It's Murali for me in ODI's. I'm just making the point it's closer than people are willing to admit between the three. I'd go for Murali based on his longevity. He was also curiously a great death bowler, which is rare for ODI's. Saqlain would be my number three just because he didn't go for long enough. If he played for longer then maybe he would have been the greatest ODI bowler ever.