I've been blessed to see each of them live, all more than once (except for May). Blackmore and not just because he's my favorite musician ever. EVH is a close second, but watching Blackmore play was a transcendent experience. The last time I saw him, my daughter was there, and she was bored to tears and checking her phone, but when Blackmore played the extended intro to "Soldier of Fortune" she put her phone down and after the show she said "Wow, that guy can play."
(I would put Randy Rhoads in there too).