Atomic number. Start with the atoms attached directly to the stereocenter. The one with the highest atomic number has the highest priority, the one with the lowest atomic number has the lowest priority. If two atoms attached to the stereocenter have the same atomic number, look at the next atom in the chain - the atoms attached to them. If those are identical, then look at the next atom in the chain... and so forth. Be careful to work your way through one atom at a time - priority has nothing to do with which is the largest substituent, it only has to do with whether that next atom has a higher atomic number or not.
So for the three substituents you list (I am assuming these are three different substituents attached to the same stereocenter?)
What is the first atom?
For group one, it is C. For group two, it is C. For group three, it is C. All three have the same atomic number. So far, all three groups are identical.
What is the second atom?
For group one, it is C, a "phantom" C for the double bond, and H. For group two, it is C, C, and H. For group three, it is H, H, and O. Group three has the highest atomic number (the O), so it is the highest priority. Groups one and two are still identical at this point.
And so on. Work your way through each group, one atom at a time. It really helps to have blinders on so you don't see any further than the next atom when you are working out these priorities.