There all lovely to receive, but i feel cute and pretty when addressing a woman is a little creepy for some reason. Should be more referring to a young girl in my personal opinion..
Cute - in a childlike wholesome puppy kind of way.
Pretty - possibly more based on superficial looks.
Beautiful - inside and out, the soul and personality shines through to make the person appear more than just pretty.
Although I'll probably change my mind half a dozen times depending on my mood