I've been considering this for a while, now. Here's what my thoughts are:
Near
Near is a good option when you're considering geographical proximity of two stated locations. If you're literally saying "A is ___ B", it feels most natural to use "near" rather than "near to", "nearby to", or "nearby".
I feel "nearby" is often interchangeable with "near" in this case, but "nearby" does feel a bit more quaint, and it could mean "near and by" (i.e., nearby 3rd street).
Near to
Should be avoided in the "A is ___ B" pattern for the reason of ambiguity. "to" can literally mean "until you're right there" (i.e., within touching distance). So, if you say: "He walked near to the river." You could mean:
Figure (a):

(a) He walked near/'mostly alongside' the river. -or-
Figure (b):

(b) He walked near to [someone/something, especially the speaker] the river.
(a) is intuitive, but a University professor out of the English department might ding you for poor word choice if you form a habit of selecting ambiguous terms.
(b) would be more intuitive if the subject were plural: "They walked near to the river." (b) is apparent with a comma: "He walked near, to the river." But I've met a lot of opposition from other English instructors; that is, even in case (b), publishers in Japan prefer no comma for High School English.
Different authors have different grammatical styles, which are all equally acceptable. But this is the somewhat unfortunate model professionals usually go by:
- Most acceptable: a style people agree with and enjoy.
- Next-best: a style wherein the reader takes the author's meaning.
Nearby
When "near" comes at the end of a sentence, it takes on a different meaning. It may be associated with something abstract: "the end is near." There may be an omission of an idiomatic object: "I keep her near [to my heart]."
But "nearby" at the end of a sentence means "near" in the "A __ B" sense. "B" is always the current location. "The park is near us." = "The park is nearby."
"Nearby" is also the best choice of adjective: "He lives in a nearby house" because "nearby" is so strongly associated with the current location.
I believe "near by" in the "A __ B" means "near and by". The comma is omitted because it is obvious that they mean the same things. You could also write "near/by", "near-by", "nearby", or even "near--by". "He lives near, by the meadow." = "He lives nearby the meadow". I imagine people use "nearby" because there's no pause required to get the joint meaning across.