Naresh is correct in pointing out that water is the cheapest "fuel" consumed to generate electricity but not necessarily correct in stating that this provides the cheapest power. Hydro plants are often very expensive to build.
Anyhow your question is confined to coal, gas and biomass. As you point out thermal coal will normally be cheapest although not for example in Saudi Arabia. In most locations gas is the most expensive but it can be used in combined cycle plants which are near to twice as efficient as the steam plants using coal.
Biomass is more difficult to assess as there are very many types which throw up a wide spectrum of problems. Essentially it should of course be cheaper but sellers know the value of what they have. Some types for example cause problems (and extra maintenance) in boilers and can perhaps only be used together with a large fraction of coal. Then there are quality problems with stones, sand, water content and so on. Difficult to make a single blanket cost statement that would be accurate.