Of those 3 Jean Grey is the best.
T3 Cap built defensively with a CTP of Refinement will get you to and keep you in the Top 10% of Vibranium. Same for T3 Spidey with a CTP of Destruction. 70/25 IW Thanos with Authority does the same. T3 Black Panther built defensively with a Refinement will do the same. T3 Deadpool built defensively with a Destruction or Authority will do the same. A 70/25 Quicksilver with Uni and an Authority will do the same. The CTPs are not mandatory, except for Cap, but they will be extra helpful. Blue Marvel and X-23(with uni and takes a lot of building) can beat almost any meta.
Jean is probably the only sure thing of those three characters, simply because she has a movie coming soon (good chance of a uniform and getting the Potential bump) and is one of the highest profile characters in the Marvel universe. She's also still one of the most powerful and versatile MFF characters even with her disadvantage of being lvl 60 T2.
Nova and Adam are in the same situation. They're both really good TL characters, but aren't useful in any other mode. Their path to lvl 70 and T3, or even getting a new uniform is unclear.
Nova is definitely still worth the investment. At T1, he’s an easy SL clear up to stage 25. At T2 he’s a PVP god with his ignore iframes and pierce everything on his 2nd skill. He performs very well in PVE as well.
Jean is also definitely worth the investment. She’s still arguably the best character in the game, even though she has no uni or level 70. She’s unbelievably good in PVP with her multiple iframes, guard hit, healing, debuff removal leadership and full revive. She’ll definitely help you in TL. She’s also very good in PVE, able to clear high stages of Maw WBU and any SL stage she’s eligible for. The highest WBU level she can reach is lower than the likes of SW and DP but this is due to the fact that she has no uni and can only go up to level 60. Once she gets a uniform and potential, she’ll be right back at the top.
Warlock is not worth it imo. He’s a decent character, but there are so many characters that perform better than him but are so much cheaper to unlock and build up. He costs as much as an epic quest deluxe pack. With one of those, you get a very good character (Magneto or Psylocke), a mission that allows you to farm between 18-22 of that characters bios every day, extra rewards from the missions completed in each epic quest so you’ll get 1500 crystals back and access to one of the best characters in the game at the moment (Jean or Stryfe). No contest. Don’t buy Warlock, especially if you’re new.
Jean is still one of the most useful character if not the most useful, in the game. People who are telling that her dps is not toe to toe with current lv70s, will boast good about her when she gets her lv70 bump. She is still a threat in TL with one of the best leaderships in the game. Nova on the other hand is a one hit K.O. in TL but there are still better choices which does not require insane grinding and are cost effective too. Adam has fallen off the meta. May be with gotg3 uni, he catches up with the meta, but still its a pretty long time ahead to come. Tl;dr definitely get jean > get Nova if you like him> hold up a little for adam.