These comments pertain especially to the Beethoven concerto. The Brahms concerto is very good, too, but I don't have enough comparison recordings to comment seriously.
I agree with the previous reviewer who has listened to them all and still considers Milstein the best. My experience has been much more limited, yet similar. I have had Milstein for some time. Recently I checked the Penguin and Gramophone record guides for their best recommendations on Beethoven's concerto and consequently purchased Szeryng and Zinman.
After several sessions with all three, my impressions were: Milstein's violin is best, truly lyrical and unflappable. And the recording quality of the violin, as well as the balance, which puts the violin out in front, helps us to hear all of its detail and timbre. The other recordings emphasize the orchestra more, both in balance and in range (newer recordings, orchestra has fuller sound), whereby, of these other two, Zinman, in my opinion, is best.
So if you like the orchestra more than the violin, get Zinman. But if you like the violin more, get Milstein.
By the way, although the orchestra doesn't come through quite as much, the sound on the Milstein is nevertheless very good. It's a similar case to that of David Oistrakh, who comes through phenonomenally, even on his Russian monaural recording of the Tchaikovsky concerto.