I have raised pheasants and chuckers for a few years up here. I have tried quail but they do not do so good. As mentioned above it is to hard keeping them alive to bother with for me. For as far as raising the other two it was quite easy to do. I did have problems with them not wanting to set on the nests they made though. However you do need to check your state laws on it as in most states permits are required. Pen sizes can very as it depends on what you plan with them. You will need to get the wire from the sides of the pen into the ground a little ways to try and stop predators from getting at them. As well as a good net to cover the top of the pen.. I gave it up this past year as house cats over ran my pen and wiped most of my birds out. What made it to freedom is still hanging around a couple of back yard feeders. Most was killed by the cats though.. Here is a pic of 2 pheasants I had in my pen..
