I have witnessed cases of compromise on MEW but never metamask. MEW gives too much exposure to private key and the security is not advanced.
I will choose METAMASK
From usability point of view, I think Metamask is easy to use as it is a plugin in your browser like chrome or firefox. But from security point of view, I think Ledger Nano is most secured as it is insulated completely from the risk like malware and phishing attacks.
In case MEW, if you are copy pasting your private key to access your MEW wallet, then it is highly likely to phishing attacks. Hence, from security point of view it is not recommended. In case of Metamask, it could be subjected to malware attack. But Ledger Nano S is all good in comparison to both the kind of attack scenario and hence if the security is your priority and if you handle a lot of funds in your wallet, it is always better to go with Ledger Nano S.
As per my experience Metamask is more user friendly because you can use it right into your browser, Just install Metamask chrome extension and start using it. Metamask support all type of Ethereum based ERC 20 Token. It is best alternative of Myetherwallet. Ledger Nano S is a hardware wallet , it comparison with Metamask is not fair. Every crypto wallet is secure if you does not disclose pass phrase key.