They do all mean much the same thing, but are used in different contexts. 'Change' is the most general : 'the weather has changed; it was sunny this morning, but now it is cloudy'. 'He has changed recently; he used to be so friendly, but now you can't speak to him'. 'I'm going home to change my clothes' In some cases, you can substitute 'turned in to' for 'changed' : 'Since his father died, he has turned in to a recluse, he doesn't talk to anybody'. 'If you leave this out in the sun, the soft surface will turn in to a hard layer' You have to 'turn in to' something [which is stated]. 'Switch' usually implies a deliberate act of changing something : 'I am going to switch my telephone network to ABC' 'Since I switched to the early shift [duty], I have more time in the evening.' It can also mean 'to turn' something on or off : 'Can you switch the light on please'. 'Is the machine switched off ?' 'Convert' has rather specific contexts of usage : currency is converted from, for example, dollars to another country's money; a measurement on one scale may be converted to its equivalent on another e.g. 5 miles distance may be converted to 8 km., etc. People can be 'converted' to a cause, or a religion : 'If you marry her, you will have to convert to Islam' 'I've been converted to the benefits of regular exercise'. Buildings, or parts of buildings, can be converted to fulfil another function : a 'loft conversion' creates a new bedroom from the space in the roof of a house. A 'catalytic converter' cleans the exhaust emissions of a motor vehicle to make them less harmful. No doubt there are many more situations in which things are converted from something to something else.

They all practically mean the same thing and can be used interchangeably. "Convert" is a more formal way of saying "switch" or "change" but is most commonly used when someone has changed religion, converted money (like from dollars to euros), etc. You wouldn't use it to describe everyday changes like changing the tv channel ("I converted the tv channel" sounds weird). I'd probably stretch to say that "convert" is more final, meaning it's unlikely to revert the process. With that same idea, "switch" is not final. If you switch a chair because it's uncomfortable, you can always put the chairs back in their original places; the process can be undone. I'd say that "change" is very similar to "switch" in its uses. You can replace "switch" almost every time with "change." You can change chairs or you can switch chairs. You can change recipes or you can switch them. Same meaning. However, switching a recipe and changing a recipe is different. Switching a recipe is like the previous phrases. Changing a recipe means that you would have altered the recipe in some way. (Sorry this is so long!) "Turn into" signifies that you have a completely new product. "The caterpillar turned into a butterfly." "I turned my ugly dress into a beautiful dress." I hope that helped a bit!