I like both the NQ and the ES (either are more than liquid enough), and I have different strategies for each. Although they usually move in tandem, as someone pointed out, the way they get from here to there is often very different. I can't say anything about the Dow mini as I've never traded it. But the short answer to your question as to which is best all depends on your strategies, some are better suited to the movement of the NQ and some are better suited to the rhythm of the ES.
This is a stock index futures contract based on 50 of the largest European stocks. Opens before US market and trades into the US day. Tends to trend better than ES, NQ or YM. Is very liquid. One point spread is equal to 10 Euros (about $10.80 now). A new web site dedicated exclusively to this vehicle just opened at www.Eurostoxx50.co.uk Regards, Austin