They are all the same. "For your information" is more formal and more suited to writing vs. speaking; however, many people say "FYI" (the actual letters F-Y-I) when speaking to make it more informal. To my ears, "mind you" sounds just a little bit superior in tone, or like something a parent would say to a child or a boss to a worker: saying it often might be off-putting (again, just my opinion, there's no "official rule" about this!).

Others have covered most of this, but I just thought I would add something. "Mind you", tends to be used as a direction changer conjunction in the sentence, and in this context, implies a tone of confidentiality, (as in, I'm telling you this, but don't spread it around.) eg) * the builders took an extra long lunch break, mind you, I wasn't very happy about it, given I was paying by the hour.

Here are a few hints: "Just so you know" has a reassuring feel about it. The speaker seems to care that you should know this. "For your information" has the formal (even cold) feel that Brad C described. Notice how it's not direct speech? Used judiciously, this could even sound condescending. :) "Mind you" is an odd one. To me, it sounds more friendly and not at all threatening or superior - "mind" as in "be aware of"... think of the London tube announcement "Mind the gap": "You be aware of...(friendly advice)" It does have that personal feel of "just so you know". Probably even more so.

Mind you = please remember Just so you know = extra info to follow which I thought you should know... The person may have overheard that the boss is going to be letting some employees go, and they wanted to warn you so you could be on your best behavior, etc. For your information - I think this one has been explained pretty well already. :)

@Dash: I had never thought them the same as well, but lately I had a feeling they could be the same because I heard someone said "mind you" in place of the other two. So I decided to post this as a question. Hmm.. to me, "Just so you know" sounds like "I tell you this just so you know". I'm not sure what made me think "mind you" was different from the other two. The threatening tone or the verb "mind"? @Sarah: Thank you! ^^ I guess I'll stick to "just so you know" :)