For Jolteon, I'd go Modest if you want to use Choice Scarf (to have both Speed and Attack), but even without CS, either Modest or Timid is good.
If you aren't worried about its Spd, I'd get an Adamant Flareon. Otherwise, Jolly for just a bit of Spd to outspeed slower things.
Modest or Timid is good on Espeon. Though, I'd go for Timid.
Umbreon's Nature depends. If you just want a wall and no attacking moves, go for Bold, Calm, Careful, or Impish. If you plan to put an attacking move on it, use Bold or Calm if you put a Special move on it, or Careful or Impish if you put a Physical move on it (which is the higher stat).