I've seen a few instances of incompatibility when using all three... dependencies get muddied up and such.
For me, it depends on what I want-- if I need the latest version, then I'll use apt-get. If I'm just looking for a program/utility for something, then I'll look through the Software Center first.
Synaptic is a last-ditch thing-- if I need to fix a dependency or use a specific version.
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