Firstly it depends on what you want do to. EATBS and SAP 2000 is mainly used for the super structure whereas SAFE is preferable for substructure analysis and design.
SAP 2000 and ETABS are almost same but ETABS is more user friendly on the basis of UI.
After analyzing your model you can import it in SAFE for substructure.
Model developed in each software is interchangeable to others.
For more information you can browse CSI website and blogs.
At first, it should be said that just two first mentioned software (ETABS and SAP2000) are used to analysis and design of super structures and SAFE is mainly used for foundations and concrete slabs.
Since each of Etabs and SAP2000 have certain limitations (in modeling, analysis and design), the selection between these softwares depends on your target. Etabs is mostly used for analysis and design of building, whereas different structures (i.g. bridges, tower etc) can be modeled in SAP2000 while the application of this software is more for structural analysis than structural design.
On the other hand, given that the mentioned softwares are commercial ones, they are used by engineers for design of the structures and not for research work.
Depending on what you're going to model and design, the answer differs. They have no fundamental differences in terms of the solvers, the main difference is modelling facilitation for specific structure types. Designing buildings with ETABS, almost anything with SAP - more assignment in comparison with ETABS might be needed, and slab, or foundations with SAFE, are the recommended/common usages. As long as you can interpret the results and model with the probable limits, there is no limit though.