In daily conversation, the first one (heads up) is probably more likely to be used. A heads up is an informal notification or warning that something is about to occur, in this case, Friday's performance review. All three of your sentences are fine, but in daily conversation, it might be phrased as follows: This is just a heads up that Friday is the performance review.

I just want to give you A HEADS UP. = I just want to let you know (or to remind you). I just want to give you A REMINDER. = I've already told you once about it, and now I'm letting you know again. (I would shorten your statement and say, "I just want to remind you.") I just want to give you NOTICE. = In this context, "notice" makes me think of bad news, like they're about to say you're fired from your job or laid off.

Any could be used in conversation, but here are the differences. 'Heads up' is a friendly way of telling the person something that they probably don't know but could find useful. 'Reminder' is generic and a little more 'matter of fact' or formal than 'heads up'. Since you are reminding them it is something they already know about. 'Notice' is the most formal of these and would probably be said by someone with more authority/age/or higher rank. 'Notice' is like 'heads up' as the person probably doesn't know about the performance review yet. (all these other comments & answers are great too!)

Adding to what AllenT's excellent answer, the analogy to heads up means - "keep your eyes forward for an event that is about to occur -- be ready. If you have your head up, it means you can see what's ahead of you, your eyes will be ready for what is coming. Metaphorically, this means that you are to be aware of a pending event. It is used frequently in American baseball- keep your head up, means watch out for balls hit in your direction.

Thanks for everyone's help, it is really hard for me to choose the best answer this time:-)