Firstly you have to need that in which field you have a lot of interest because all 3 fields have bright opportunity....

Dear friend it depends on your interest if you want to do M. tech than you have to go with GATE, and if you want to do MBA than you may choose CAT and if you want to go abroad than you may choose GRE..

GATE - Graduate Aptitude Test in Engineering

This exam is conducted on All India basis by the IIT's every year to select candidates for the various M. Tech courses in IIT's, NIT's, BITS, and other colleges in India.

For this exam you should be a graduate in B.E/B. Tech/B. Pharmacy or B. Architecture.

CAT - Common Admission Test

This exam is conducted by the IIM's in order to select candidates for the MBA course.

GRE - Graduate Record Examination

And this exam is another exam which is conducted on world basis. This is actually intended for the students who wish to study graduation or post graduation in United States or any other English Speaking country.