Short but interesting article with McEnroe providing some insight regarding his rivalries with those other three all-time greats.
He is even kind of respectful toward Lendl, which was never the case during their playing days.

“With Connors, while our style of play was different, our personalities were similar. So there was a definite clash there. It was like two bulls in a ring going right at each other and trying to do anything it took to win a match. By playing against Connors I learned some tricks but also learned about how deep you've got to dig in deeper and deeper in order to try to succeed. It wasn't like that when I played Bjorn when it was totally yin and yang…this was two alpha-males just going totally crazy.”
“Jimmy was a baseline player and I was more aggressive, but he was always a very aggressive baseline player. He took the ball early and was able to put me on the defensive at times, even though he wasn't a guy that was going to come in very much.”
“As a matter of fact when Jimmy beat me in the 1982 Wimbledon finals (36 63 67 76 64), he switched gears and started to do that successfully. So he was able to adapt his game if he needed to. But usually he was someone who liked to hug the baseline. He was one of the first guys to use a racquet that had a lot of power – steel – at that time. We've gone to fibre, carbon, and different materials now. But at that time steel was the choice of the racquet manufacturers and it had an incredible amount of power and that made a big difference I think.”
“Jimmy wasn't as big a guy as a lot of guys out there but he hit the ball harder. So it was a harbinger of things to come.”
“Bjorn was my greatest rival. That Wimbledon tie-break final in 1980 – it's the one everyone remembers, still, to this day. After the tie-break (in fourth set) I thought I had him. It was unbelievable to see a guy who had already won it four times, who I thought was going to give in and he didn't. It showed me that you had to find another gear and more will, if you're going to win something that you wanted really badly. Because he sort of took it away from me. I had thought that for sure he would be affected by what happened (in the tie-break).”
“The fact that Bjorn was able to move on made me respect him even more. It certainly made me take another look at my own game. I thought that I played as hard as anyone out there and wanted it just as badly – but I felt like I learned something from that match: I had to find another avenue, or even another way to get myself to try harder and want it more. That's not an easy thing to do, in a way, but you have to keep in it, even when things aren't going well. That's probably the best thing that I got out of that match.”
“I never clashed with Bjorn off the court. He kind of took me under his wing and made me feel like I belonged. We are still friends to this day.”
“It was the opposite with Lendl. We had some incredible matches, but off the court we were unable to communicate at times. These days we can, but when you're playing the Tour as opposed to not having played a match in 15 years, it's a little easier to look at things in a light-hearted manner. He was a guy that liked to poke fun and throw out some jokes. And the fact that they weren't funny didn't seem to bother him a whole lot. And they're probably not funny now but it's still fun that he tried. I've got to give him credit for trying. That's half the battle!”
Regarding Lendl's odd sense of humour, it was said by many, (not just Mac or Connors) that he tried to be a bully in the locker room, that he mocked journeymen, and that teasing and a heavy dose of sarcasm were 'par for the course' with this guy. More than one article talked about how Lendl's weird sense of humour included having his dogs attack (or threaten) guests to his house! Even though the guests were not amused!
