Instagram, I get real actual people reacting, but there's no good way to drive people directly to my site from Instagram. I use it more to engage with the audience and not to drive clicks.
I held off on using Facebook for the longest time, but I've had more engagement there than anywhere else. At this point, 90% of my clicks come from Facebook, and about that much of the social media engagement too. My secret? I have a $1/day ad sitting out there generating about 20 likes per week. Once I hit 500-600 likes from the ad, it because self-sustaining. Enough people would engage with posts that their friends would see it and like or follow as well. Sucks that I had to pay to see any benefit, but I paid Twitter and Instagram too and didn't get squat from it.