All of them offer free (mostly ad-supported) as well as paid music streaming and downloading service (ad-free and premium features).
Here is a comparision of all three of them.
Gaana and Saavn are available on web, Android and iOS.
Wynk is only available on Android and iOS.
Gaana: Gaana+ is the name of premium service. It offers unlimited music download and no ads ever. It will cost you INR 99/month if you pay by your telecom operator or INR 123.99/month if you pay via Play Store or iTunes Store. They also offer per day, per week and per year plans.
Saavn: Saavn offers two plans – Saavn Pro and Saavn Lite. Saavn Pro is for users from anywhere in the world whereas Saavn Lite is only for Indian users.
Saavn Pro will cost you INR 220/month. It offers unlimited music download and no ads forever. And on top of that it allows your music to be downloaded on 5 devices (Android or iOS).
Saavn Lite will cost you INR 110/month. It offers unlimited music download and no ads forever. However you can download music on any one device (Android or iOS).
Wynk: Wynk also offers two plans – Wynk Plus and Wynk Freedom.
Wynk Plus will cost you INR 99/month (or INR 29/month if you are Airtel Customer using Android device or INR 60/month if you are using iOS device). It offers unlimited song download and no ads.
Wynk Freedom will cost you INR 129/month. But this plan is only available for Airtel customers using Android devices. This plan offers unlimited download without data charges (FUP of 500 songs apply on this plan).
Apart from unlimited song download and streaming, Wynk also offers song purchase and setting up hello tune.