I have first hand experience with ASP. That's why I know it sucks... hehe. In all actuality it's not that bad, it's just that PHP is so much better. When I first started to learn server side scripting I went with ASP, simply because I had easy access to a server running it. The things I didn't like about it was the bloated syntax, and the fact that you had to write so much more code for simple tasks. The other problem with ASP, at least from my experience, is speed. I once did a benchmark on the two, I set up a very simple DB query, and looped it a few hundred times. PHP was about three times as fast. Of course I'm more of a PHP guru than ASP, so it might have been my ASP code wasn't optimized... but the results I got were still quite conclusive.
Besides, you have to run it under IIS (or with third party proprietary software, i.e. chillisoft).
As far as coldfusion is concerned, I've yet to see why somebody would choose it over PHP. First off, it's expensive (Very). PHP is free (of course). Second, everything you can do with coldfusion you can do with PHP, but it's not always so the other way around. PHP is much more robust in it's feature set. Coldfusion does make database stuff incredibly easy though. Almost too easy. So, if the ONLY thing you're going to do is simple database scripting, go with coldfusion (if you can afford it), if you want to do very advanced scripting, then PHP has it whipped. Also, as far as speed goes it's been my experience that the two (PHP and coldfusion) are very close.
So we've covered PHP, ASP, and Coldfusion now... anyone want to chime in on JSP?