Yeah I agree that Gerrard and Lampard were much better physically but I would actually argue the complete opposite in terms of all round game. I think Lampard's game was actually probably the most specialized out of the three. His job was to follow late behind the striker and score goals. He was less involved in build up of the play, he was most effective in the final third. Chelsea's one striker system with Drogba up front was largely what contributed to his high goal tally. Replace Lampard in that Chelsea side with Gerrard and (to a lesser extent) Scholes and they would have posted similar numbers for assists and goals (the main thing Lampard clearly excelled at over the other two).
I would say Gerrard was a more complete player than Lampard but maybe not as silently consistent. But Gerrard was asked to play a bit deeper than both of the two. In his natural position as more of a box to box Gerrard is probably the best out of the three. He covers enough ground, can pass and shoot well.
Scholes is not a natural box to box because he isn't quite physical enough and maybe doesn't cover as much ground. He was a presence however and was a nuisance in his pressuring of opposition midfielders- but that is his worst trait. His on the ball skills are superior to the other two though I would argue. He was a great distance shooter, great dribbler in tight spaces and the best passer the PL has ever had. His spacial awareness, understanding of the game, and range of passing allowed him to play a game that neither Gerrard or Lampard could. There are a lot of goal scoring midfielders and b2b midefielders but Scholes' type is much less prevalent because it is a very difficult role. The fact that Scholes ws very good at more than one role in midfield also makes him more versatile than Lampard and Gerrard in my book.