Hi everyone,
I want to remotely control a robot over internet with Arduino, I have done many research and found that all of these three boards can accomplish wirelessly control.
Can anybody tell me the difference between them and give me some advice about which to choose?
Thank you very much!
If someone can compare them in detail, I will be appreciate. 
Only the two wifi shields can connect directly to the internet. Xbees can only connect to other xbees, so you would need an xbee connected to a computer for that to work.
Does it have to be over the Internet?
If you just want to control it wirelessly from your laptop / smartphone, then consider using Bluetooth. You can get little 5V TTL bluetooth modules for about 20USD on eBay.
bilbo:
Only the two wifi shields can connect directly to the internet. Xbees can only connect to other xbees, so you would need an xbee connected to a computer for that to work.
It seems wifi will be more suitable for me, so if I want to use xbees, I have to connect one to the arduino and another to the pc, right?
Si:
Does it have to be over the Internet?
Yes, my project's purpose is: even I am out, in a cafe or at school(where I can get internet), I can remotely control the robot at home over internet. Can this be done with wifi shield?
Yes it can be done with a WiFi shield.
You configure it as a web server and send requests to it.
You will have to configure your home router to allow traffic to it, and ideally have a static IP address for your home Internet. Assuming the robots at home.
Sounds like fun
I'm also interested in wifi shields. Any recommendations ?
I am currently using a WiShield that works great, but the company that makes them, Asynclabs, has gone out of business. I would try and find one from a reseller.