According to Wikipedia's article on Leopard: "One of many spotted cats, a leopard may be mistaken for a cheetah or a jaguar. The leopard has rosettes rather than cheetah's simple spots, but they lack internal spots, unlike the jaguar. The leopard is larger and less lanky than the cheetah but smaller than the jaguar. The leopard's black, irregular rosettes serve as camouflage. They are circular in East Africa but tend to be square-shaped in southern Africa."
And from Jaguar: "The jaguar closely resembles the leopard, but is sturdier and heavier, and the two animals can be distinguished by their rosettes: the rosettes on a jaguar's coat are larger, fewer in number, usually darker, and have thicker lines and small spots in the middle that the leopard lacks. Jaguars also have rounder heads and shorter, stockier limbs compared to leopards."
And from Cheetah: "Compared to a similarly-sized leopard, the cheetah is generally shorter-bodied, but is longer tailed and taller (it averages about 90 cm (35 in) tall) and so it appears more streamlined."
So to sum all this up:
- Leopard - rosettes
- Cheetah - simple spots
- Jaguar - rosettes with internal spots
You can see this pretty clearly if you look at some pictures.