5

From what I understand, all three mean "rather", "quite", or "somewhat". When should I use each one?

2

They are often times interchangeable, but of course there are some nuances that can get you in trouble. If you look them up in a Japanese dictionary, they are defined as follows (from https://dictionary.goo.ne.jp/):

結構

1 すぐれていて欠点がないさま。「結構な眺め」「結構なお点前 (てまえ) 」「結構な御身分」

2 それでよいさま。満足なさま。「お値段はいくらでも結構です」「サインで結構です」

3 それ以上必要としないさま。「もう結構です」

4 気だてがよいさま。「一つ汲んで下されと、下々にも―に詞 (ことば) 遣ひて」

  1. It's excellent and there are no drawbacks.
  2. Fine. Satisfied.
  3. Don't need more.
  4. Feeling good.

なかなか

1 予想した程度を上回るさま。かなりなさま。「色もいいがデザインも中中だ」「―な技倆者 (やりて) だと見えるナ」〈魯庵・社会百面相〉

2 物事が予想したようには容易に実現しないさま。「具体化まではまだ中中だ」

3 中途半端なさま。また、中途半端で、いっそそうでないほうがましなさま。「げに―ならむよりは、いと良しかし」〈狭衣・三〉

  1. More than expected. Pretty much. (Note the use of かなり, so very similar.)
  2. Things don't happen as easily as expected.
  3. Halfway. Also, (It's) halfway so it is better not to do that.

かなり

相当の程度まで行っているさま。また、相当の程度以上に達しているさま。「―な収入がある」「―な数にのぼる」

(It has/You have) gone a considerable extent. Or, (It has/You have) reached a considerable extent or more.

けっこう can be used about yourself, since you can go judge yourself to be excellent or satsified with your work.

私は料理は結構できます。
I'm pretty good at cooking.

But, this would sound strange or be a joke if you used なかなか.

私は料理はなかなかできます。
My cooking is better than I expected.

なかなか is used to express an upset in your expectations in other words, and you usually know what to expect from yourself.

Meanwhile, I feel like かなり is the strongest of them all. It's like you have achieved a notable level at something. I feel like a considerable extent is beyond just excellent or fine. And if I had to say, なかなか is less than 結構.

  1. かなり (strongest)
  2. 結構
  3. なかなか

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