Both the 50 1.8 and the 35 2.0 have 5 bladed diaphragms which can (but not always) lead to pentagon looking bokeh. The 40 2.8 has 7 rounded blades that many consider more appealing in the bokeh department. Reality is sometimes different than head-to-head specs suggest.
I bought my 35 because I needed a low light lens wider than my 50 for a wedding and I wasn't ready to invest in the 17-55 f2.8 IS. (I wasn't the wedding photographer, I was the brother-in-law who couldn't leave the camera home.)
My subject matter is mostly people in less than ideal lighting situations so I often shoot wide open or close to it. I do find the larger aperture bokeh on the 35 to be quite appealing. Below is a shot from that wedding.
I love the 40 2.8. It's fantastically sharp, freakishly small, and focuses down to 12 inches. However, I won't part with my 35. There are times when I want the extra stop and it focuses down to 9.6 inches. I don't have much need for macro, but every once in while I find this quite handy.
Admittedly, part of the appeal to the 40 is it's size. The 35 and the 50 are twice as deep, but still rather small. Of the three, I do believe that the 35 2.0 is the most versatile. It offers the extra stop over the 40 and extra reach. Another minor consideration, wider non-IS lenses are easier to hand-hold at slower speeds.
My 50 is stored in the "mostly retired, but can't quite part with it" camera bin in the basement. Both my 35 and 40 are kept handy.
One note to be aware of. None of these lenses are USM. The 50 and the 35 each have noticeable motor noise when focusing from far to near and vice-versa. In practice, this isn't a big issue. Once you pre-focus, the little adjustments needed to track your subject is much less noticeable. But, the whir from quick grab shot of child or a pet could alert the subject. The 40 uses the new STM system which is almost as quiet as the USM.
As for third-party, I won't say don't buy, just know what your getting. I've read good things about Sigma, including the 30 1.4 (which compares to a 48mm on full frame). Frankly, a 30 1.4 is quite attractive on a crop body.
Check out www.The-Digital-Picture.com
for lens reviews, both Canon and third-party. Also check out the head-to-head test tools such as the link below. Just be aware of which body is used in the test.http://www.the-digital-picture.com/Reviews/ISO-12233-Sample-Crops.aspx?Lens=810&Camera=453&FLI=0&API=0&LensComp=122&Sample=0&CameraComp=736&FLIComp=0&APIComp=0
Photo taken with Canon 60D/35 f2.0, ISO 3200, 1/30 sec at f2.0 (roughly 50% crop to get under 4 MB upload max and show bokeh in window):