I think they're all pretty much acceptable in common usage, although only consider sounds truly non-awkward to me. I believe the grammatical concepts at play here are transitive/intransitive verbs, and indirect statement:
to think and to believe are both intransitive verbs, meaning that they cannot take direct object. For instance, you cannot say "I think him funny" or "I believe it rainy outside" -- you must introduce an indirect statement to describe the quality of the thing you think or believe about: "I think that he is funny" or "I believe that it is rainy outside."
to consider, on the other hand, is a transitive verb -- it can take a direct object. For instance, unlike with to think or to believe in the previous examples, you can say the following: "I consider him funny", or "I consider it rainy outside."
Thus, in your example, I think that technically only the ones using consider are proper grammar, because you are using the verb to directly modify him, which is something only a transitive verb can do. If you wanted to use think or believe, you would have to change the sentence to I think/believe that he has done his homework. But once again, common usage allows you to bend the rules a bit and use think or believe, since everyone still knows what you're talking about.