This is a post from someone experienced in peafowl. They like to roost pretty high up from what I know. I would check out the peafowl forums for more info.
Turkeys can sometimes spread a particular disease to chickens, I think blackhead something rather, but its a lot rarer than you'd think.
Peacocks need a ton of space and are super loud, also like to wander off property; ducks need the least amount of space. Turkeys are cleaner than ducks. No idea about pheasants.