In additional to what others have written, I would add:
Keep in mind that each of these sites have a slightly different community and target audience and have some topic overlap.
E.g. if you want a statistician's perspective on a problem, CrossValidated would be the choice, if it is a undergrad ML course topic, CS would be the choice, if you an answer from the perspective of Machine Learning Theory researchers, TCS would be the choice, if you want an answer from Data Science practitioners, Data Science would be the choice, ...
Consider who might be the best person to answer your question and then check if the question would be on-topic on their site. Try to explain what kind of answer your are looking for and why.
Also if you don't get the answer you were looking for on one site, people are typically nice enough to point you to a more appropriate site, and many sites allow cross-posting as long as it is not simultaneous and you link to the previous copies and explain why the answers there didn't satisfy what you were looking for.