Man. Such a rough choice.
Hitler was by far the most threatening on a global scale, charismatic enough to get decent people to do horrible things and lay waste to major cities. People in the US talk about white guilt, but German guilt is something to behold, powerful enough that when you say Hitler's name it'll hush the room. Germany's a lot better now, though, being one of the top 10 strongest countries in terms of GDP.
Stalin killed more people and with less reason than Hitler, and helped lay the groundwork for the cold war, one of the most disquieting eras of all history and one of those periods where the US was reknowned for turning into one of the monsters it was trying to fight (Bush-haters, trust me when I say George Dubya is nothing next to Richard Milhouse Nixon--but that's well after Stalin's time so this is getting off-track). He also helped jump-start Russia into the industrial revolution, though, and if it weren't for some of the things he pushed, Russia wouldn't have become a superpower in the first place. It eventually crashed, of course, and Russia was a frightful and miserable place to be that whole time, but progress is still progress and Russia's generally more favorably viewed these days.
Mao, though... China's still recovering from the damage he did. To insure people wouldn't contest his government he had all the most intelligent people--engineers, scientists, educators, thinkers--move out to farms and worked them all to death, thus stagnating his country technologically, destroying all the most competent organizers and leaders they could have, and setting China back immensely in terms of education. Oh, and killing millions with famine. The Chinese government continued to be a police state for several decades, jumping at the slightest hint of a threat, even from within China's own culture, bullying its population out of any business it could get its hooks into, and controlling information to the point that as late as the 90's there were doctors there who didn't know how children were made. And let's not forget the [a href="http://www.blogcdn.com/www.engadgetmobile.com/media/2007/12/vii-2-white.jpg"]Vii[/a].
Yep, I think Mao wins. Stalin's body count is nothing next to his legacy.