Personally I would say prestige wise, Sheffield is more "common" if you are talking within the city firms. I think there was a thread where a chart can be found, and if I remember correctly, Sheffield provides the most students to the Bar. Also, I think it has the most amount of students working at National firms.
Sheffield + Leeds are larger "city" universities as compared to Exeter. Probably find better nightlife in Leeds, possibly.
Sheffield + Leeds are north, so the weather is often colder etc, I think Sheff uni is pretty close to the peak district, if youre in to greenery etc
I am not sure what things you would find more "important" in your decision making, but I have given some things above. Although, it is worth noting, my view is very limited as I dont go to uni in any of those cities or anywhere near for that matter. Most of it is just what I have picked up from visiting friends.