RSS feeds you whatever appears on the site you are following, according to your filters, in the order it appeared.
Facebook feeds you whatever it thinks you might be interested in, along with a bunch of adverts, loosely based on stuff you might have clicked on once.
Twitter feeds you everything, all of the time, in an order that they change randomly every so often.
I've stepped off twitter because the signal to noise was just too low (and the volume was insane to try to filter). I'm on Facebook because the cycling club I belong to organise stuff on there, but every time I use it I remember how much I hate it (and I can never find a post a second time). I should probably give RSS another go, because I usually have 3 forums open in chrome tabs and bounce between them when I should be working!