I might be biased as a film student, but movies speak to me the most, in ways that I'm not sure books and comics can. Not to discredit them, though, cause I still have experienced some really powerful stories from both that will stick with me forever! I think it mostly depends on the kind of person which one comes the most naturally to them or which they connect with the most.
I don't think any of them can necessarily be "superior" to the others, as they each come down to personal preference I think each one has strengths over the others.
Books are arguably the best at really exploring the mindset of a character, much more than comics or movies. While you can visually show someone's emotion in a scene or have them describe it via dialogue, I think it resonates most powerfully in text. In a book, you can "see" the expression on their face, hear the dialogue of them explaining how they feel, but then really look into their mind, see their thoughts, and how the author really wants us to know just to what extreme they are feeling it. Is a character overcome with grief? You can show that they're sad or light the scene in a way to convey that, but it won't be as powerful as hearing the sadness overcome them, pour out of them like water off a bridge. You can't SEE a character go mad half as well as someone describing their thoughts scrambling and bouncing through their mind, swarming their brain like a thousands flies around a carcass. That got morbid, but you get my point.
Comics are great at telling visual stories without constraint. With a book, it can be difficult to describe really complex actions or destinations, especially in genres like science fiction. In a movie, it can be expensive to digitally create spaceships or gigantic monsters or even just making someone look like they're flying, not to mention dozens of work hours for teams of people. But in comics, you are only constrained by your artistic ability. If you can see something in your head, you can draw it. Which means you have the most room to go absolutely freaking nuts! Go hog wild!
Movies are arguably the best at creating moments that hit powerfully. If I took the same scene and replicated it in all three mediums, I don't think (and I realize this may be arguable for some) it can be read and carry the some weight that it has on-screen. Obviously, it has to be done well for my argument to hold true, but if I took...say, Into the Spiderverse, would the climax feel the same on paper? Definitely not in a book, and not nearly as much in a comic, as the moving visuals and soundtrack help carry the emotional impact the the team was going for. Speaking of team, this is also the medium with the largest workload. Yes, divided among an enormous workforce, but every single person on the team is working their butts off to get a half-decent film made, from the directors and producers all the way down to the grips and the prop managers.
I've had some very moving experiences with all of these three forms of storytelling, many of which I'll carry with me the rest of my life. I think what makes these three arts so great is how they help build each other up and inspire the others to create more and to do it even better than before. What is the MCU without the comics? What are the superhero comics without the Greek epics? Rather than compete over an audience, they work best, much like people, when they work together!