Those are great choices. Very similar in terms of general academic reputation and quality. I more or less think of UR and W&M as NY and VA versions of the same school. Rochester is a little outside of a mid-size city, nice campus on a small river. It has an excellent med school and is a little more oriented toward science and research, but excellent all round. W&M sits directly adjacent to the Colonial Williamsburg historic area. There are now several restaurants, pubs, coffee shops, sandwich shops, within a 10-minute walk from most of campus. Think quaint small town, but not tiny. It is a very residential campus (most students live there). Dorms are only okay, some very nice, some mediocre. The business school is in a fairly new, impressive building and is almost on Lake Matoka, which the school owns. Nice setting. Weather is definitely best there of the three (not as cold). Lehigh has a very nice hilltop campus in an industrial valley in PA, not that far (about 85 miles) from NYC. It is very strong in science and engineering, but excellent all around.
You won’t make a mistake in choosing any of the three, in terms of academics and education. I think all three are terrific. I know W&M the best, and am biased that way. I do know that the school is pushing to increase the number of international students. It’s the second oldest college/university in the US (to Harvard), and maintains “College” in the name for historical purposes, which I think can be confusing for potential OOS applicants, including international ones. Like Lehigh and Rochester, it is a mid-size national research university.
Good luck (and excuse my bias)!