All of these use encrypted communications between the client and the recursive resolver to ensure privacy from your ISP and prevent forged responses. All of them (by necessity) expose your domain lookups to the recursive resolvers, which may or may not have privacy policies (
OpenDNS,
Yandex, and
Google Public DNS do) and/or be subject to search warrants from different governments depending on their operations.
Apart from privacy protections between your clients and a recursive resolver, note that recursive resolvers generally do not encrypt any of your queries that they forward to authoritative name servers, so those may be visible to root and TLD authoritative name servers. Although OpenDNS uses
DNSCurve to encrypt queries to the very few domains that support DNSCurve, neither OpenDNS nor any other large public resolver implements QNAME minimization (
RFC 7816) so the domain names you query may in some cases be "leaked" to parent domain name servers (e.g. queries for
curveprotect.org or subdomains may be sent by recursive resolvers to the Afilias name servers for .ORG or root name servers, even though OpenDNS will use DNSCurve when contacting the authoritative name servers for
curveprotect.org).