All three phrases can be used interchangeably when wanting to give examples to illustrate a point. Using them alternately is a great way to avoid repetition:
- I love watching sitcoms, for example Friends, The Office, and Big Bang Theory.
- I’m keen on fantasy literature, for instance Harry Potter, The Lord of the Rings, and The Chronicles of Narnia.
- I can’t stand green vegetables, such as broccoli, spinach, or brussels sprouts.
In academic writing, for example is used more frequently, so this may be your best choice in formal contexts.
To learn more expressions you can use in similar cases, read Other ways to say FOR EXAMPLE!