You ask for advantages and ...

You ask for advantages and disadvantages of each.

If we start with UV.  Its advantage is that it doesn't use chemical and it reduces bacterial numbers and viruses as well as killing Cryptosporidium and Giardia.  The main disadvantage with UV is that it has no residual effect so there is nothing to stop growth of bacteria further down.  If the water has suspended solids then it is not effective.  But a system using UV then chlorine can be highly effective.

Ozone is wonderful in that it kills all known organisms and viruses while remaining highly corrosive to metal.  It is very effective at killing at a point but will decline with time and further away from dosing so it can't be described as having residual treatment.  It will oxidise any metal and cause corrosion.

Chlorine dioxide is a gas dissolved in water and anything such as turbulence will cause it to de-gas.  Because it is a gas dissolved in water, as the temperature increases it is less soluble and again comes out of solution.  In theory it is supposed to penetrate biofilms, but having coming across situations where chlorine dioxide has been dosed and biofilm is present, this is not always the case.  There is a limit on chlorite/chlorate which must not be exceeded in drinking waters.  Despite claims, it does not kill Cryptosporidium under practical conditions.  It has to be made in a reaction chamber where two chemicals are dosed into to react so the chemical dosing must be well engineered and have alarms to make sure that acid or unreacted chlorite are not injected into the water.  After saying this, it is a very good agent at killing bacteria but is more expensive than chlorine.

Chlorine is in reality the ion OCl-.  It can be produced by the use of chlorine gas, which is the cheapest method but the most dangerous.  It can be produced by the use of liquid sodium hypochlorite which is injected into water.  If this is the method, then the use of an impulse pump with a de-gassing head or a peristaltic pump should be used otherwise oxygen and salt can form preventing the pump from operating.  Sodium hypochlorite bulk does deteriorate over time, so when newly made it has a strength of approximately 14% but will deteriorate over a period of weeks to months  so the strength will be less.  Chlorine can be generated by in place salt generators.  Chlorine is good at killing bacteria and some viruses but is ineffective at killing protozoa such as Cryptosporidium.  It is easily inactivated by organic matter so can realistically be used on clean water.  High levels of chlorine are corrosive and because it is inactivated by organic matter it is no good at controlling bio-film in systems.  It is less expensive than chlorine dioxide and is has been used in many systems safely for many years.