I've been messing around between Alexa, Google Now and Cortana lately.
Shocking me all to hell, Cortana seems to be the most generally useful of the bunch as a voice assistant, but that may be because it's actually aware of files on my PCs, not just a small number of branded applications. I can tell it to open a specific document, even something on Google Drive and it will just do it. Down side? Half of my Windows machines are Windows Server, not Windows 10. Whoops. Cortana for Android is much less useful; it can't even search files local to the device, let alone cloud storage services my logged-in Windows 10 devices have access to. Microsoft isn't as transparent as Google is about what amount of privacy users are giving up for all that utility, but at least it works.
Also, it wants to search with Bing, which is gross buckets.
To use Alexa, I have to have an AV receiver on the right input for it to respond (abnormal for me), or to bring up the app on a mobile device. It's almost unaware of other mobile apps I might want to use and it doesn't know a damned thing about my files. It was kind of nice to tell it to play music I've purchased from Amazon and just say "Order dish soap", something the other services don't do, but that doesn't make up for it not being able to do much else.
Google Now is the most aggravating of the bunch for me. It will kind-of run on desktop OSes, but only with signed-in Chrome. I'm not keen to use Chrome in the first place, nor to leave it signed in to a Google account unless I'm actively using it. But here's the real problem: Google Now is practically useless if you have Google's various histories turned off. It tries to get you to turn everything on so you can give your life away, but if you turn things back off, it swiftly turns in to yet another thing that can't do anything but check appointments and emails. Even worse, it's not integrated with Google's media services; it can't open a book stored on my Play Books account, music from Play Music or a named file from Google Drive. I have to open those apps separately and voice search within them like some kind of peasant.
The thing is that this stuff is going to be really neat once the different ecosystems figure out how to properly communicate. Right now they aren't that exciting for anything but novelty factor, but I suppose it's a different thing if you can live your whole life in just one walled garden.