Natural is the most commonly used in EDM. Harmonic and melodic aren't used that often, since they're generally the same idea as natural minor. But for EDM you don't really need to try and use all these unique and impressive scales to make something good. But don't be discouraged from trying them out.
To stay relevant, I've only ever used natural. Not really any reason why.
All of them. I use the harmonic minor whenever I need a dominant chord, as the raised seventh forms the leading tone necessary for a dominant-quality chord. I use the melodic minor for anything that I don't want to sound too minor-ey.