I think you can't really go wrong with any of them. I have looked at the Weidner a bit, and I do find that Sternberg seems to give a bit more useful information at times, particularly in regards to clinical information. Weidner does a good job with integrating immunohistochemistry though. I think the Weidner book is really good at stating features of a disease, how to diagnose it, and what it can be confused with. It's not great for "light" reading, if one could refer to a pathology text as light reading.
I think, for residency, the Rosai is a good choice because it does a great job with explaining the basics and taking you through a topic well so that you can be well versed.
The sternberg is probably the best for looking up one disease or tumor that you want to learn more about - very concise but detailed.
I guess I haven't looked at them enough to know which I ultimately prefer. But I find if I am having trouble with an organ system in general (like bone marrow), Rosai is most helpful. But if I want to learn about a certain disease, Sternberg is most helpful.
I guess that doesn't really help at all, sorry. If you put a gun to my head and asked me to choose one or the trigger would be pulled, I guess I would pick Rosai. But like I said, all 3 are pretty good.