I would say Thun wins hands down, but then I do live there!
Seriously though, Thun is the nicest town out of the 3, but if it's cheap accomodation you're after, then Interlaken would probably give you more choice.
There is a hostel in Thun that you might want to check out:
Herberge zur Schadau or how about the
SwissTubes in Gwatt?
A list of all hotels in and around Thun can be found
here.
Hope you have a great time, wherever you stay!