I'm not sure that any of them would be considered more formal. Grammatically, I prefer the first one, the second ends with a preposition, which some people don't like, and the third is OK.

I would consider the sentences to be formal, less formal, and informal and completely natural, in the order you have written them.

Ugh! "...and respected!" Is there any way to EDIT comments/answers after posting them?

I prefer the third because it's shortest, it avoids prepositions, and "where" is for use with locations. I see this scenario as analogous to preferring "who" to "that" when referring to people -- pick the most specific word available for the job, especially with a word like "where", which is both commonly understood respected.

Yes, I know the rules. I suppose, your last sentence is the most common in spoken English. What about written English?