This is a very interesting question. These different media have their own facets of appeal, their own strengths, weaknesses, etc.
A few of these categories are practical for content creators simply because it's more feasible to create them. For example, writing a book can often be a near solo endeavor and takes up very little resources compared to making a movie, for example. To highlight the best media, I'll start by eliminating a few categories, although some may disagree with me on this.
I'll start by eliminating comics. Comics aren't bad, in fact, they can be quite fantastic. But the reality is that if someone makes a comic, the reason they do it is usually due to wanting to visually tell a story but having limited resources to do so. If everyone who wanted to tell their story visually could just make an animation for it or get a movie crew together to get it created, then I don't think we'd see very many comics. Comics are a useful medium for content creators with limited resources to visually tell a story, but in the event of more resources being available, viewing a motion picture is far more desirable and gives it more life.
Next, I'll eliminate audio books. I'm almost inclined to merge this in with books, but I guess the experience of reading a physical book is different from listening to an audio book. Audio books are really just a way of making lesser books more accessible to those who don't want to sit down and read something that they're interested in consuming, but aren't willing to set aside the time to sit down and read while not doing anything else. I consider this inferior to the traditional book experience, because you're usually doing this for a book that you consider worthwhile but not interesting enough to really sit down and absorb, and you're likely to be multitasking while listening, which makes it harder to absorb the story/information at your own pace. In the traditional book reading experience, you're most likely not reading any faster than your brain can process, you're usually able to focus more, and you can just absorb the content much more naturally.
I'm gonna merge movies and tv shows together, mainly because they're both the motion picture experience, and some TV show episodes can be as long or even longer than some shorter movies. I know tv shows are more slowly paced and usually smaller budget, but the same concept applies, and lately, the line between the viewing experience on these 2 intertwined media has been increasingly blurred.
All right, so that leaves these 3 media: books, movies, and video games. You asked a different question in the thread title than you did at the end of the OP, so I'll answer those separately.
What is the best form of media? That's a loaded question, these media are better at different things, and different people have their own preferences. Books are probably the most mentally stimulating, although require a greater attention span to consume. It doesn't give you the same immediate gratification as movies and video games, but if you can get really into a good book, then it has a certain kind of fulfillment that you can't get anywhere else, both during the book, and after you've finished it. Movies are very accessible, because there's basically no effort on your part in consuming them, unlike books and video games. Movies have a certain visual and audio richness to them, and the shared experience of watching a movie feels the most tangible of these 3 media. Video games are more interactive and have the potential to build puzzle-solving abilities, and they also have the ability to stimulate the mind more than movies usually do (but that's not universally the case). If you're like most people on these forums, you probably have an easier time concentrating on a video game than a book, even though sometimes the former can require even more effort on your part to consume it.
So then there's the next question, what medium is the best for conveying ideas? Well, I guess it depends on the idea that you're trying to convey. In general, I'd argue that a book most effectively conveys ideas. You can simply write out the idea, how it works, what feelings everyone should have, etc. But over time, people have used movies and video games in creative ways to convey ideas that would be hard to process in a book. For example, fight scenes in movies are able to quickly show you exactly what actions are being performed by the combatants involved, which would be a lot less fun to read in a book, and also there would be a huge disconnect between the pace at which your mind is processing the moves made in an action scene, and the speed at which the events are happening, which can be kind of jarring. If you had asked me 10 years ago, I probably would have said that there aren't really any circumstances that come to mind for how a video game can do a more effective job of "conveying an idea" than a movie or book. But since then, there's been a trend of having games do all kinds of crazy, meta, 4th-wall breaking things that really add depth to the story and characters that you interact with, and that's an effect that you just can't replicate with books and movies. The main game that does this that comes to mind is Undertale, but there are others. So, again, they all have their strengths and weaknesses, and it kind of depends on your personal preferences.
It depends, and also it can be kinda subjective.