I personally use

myVar === undefined

Warning: Please note that === is used over == and that myVar has been previously declared (not defined).

I do not like typeof myVar === "undefined". I think it is long winded and unnecessary. (I can get the same done in less code.)

Now some people will keel over in pain when they read this, screaming: "Wait! WAAITTT!!! undefined can be redefined!"

Cool. I know this. Then again, most variables in Javascript can be redefined. Should you never use any built-in identifier that can be redefined?

If you follow this rule, good for you: you aren't a hypocrite.

The thing is, in order to do lots of real work in JS, developers need to rely on redefinable identifiers to be what they are. I don't hear people telling me that I shouldn't use setTimeout because someone can

window.setTimeout = function () {
    alert("Got you now!");
};

Bottom line, the "it can be redefined" argument to not use a raw === undefined is bogus.

(If you are still scared of undefined being redefined, why are you blindly integrating untested library code into your code base? Or even simpler: a linting tool.)

Also, like the typeof approach, this technique can "detect" undeclared variables:

if (window.someVar === undefined) {
    doSomething();
}

But both these techniques leak in their abstraction. I urge you not to use this or even

if (typeof myVar !== "undefined") {
    doSomething();
}

Consider:

var iAmUndefined;

To catch whether or not that variable is declared or not, you may need to resort to the in operator. (In many cases, you can simply read the code O_o).

if ("myVar" in window) {
    doSomething();
}

But wait! There's more! What if some prototype chain magic is happening…? Now even the superior in operator does not suffice. (Okay, I'm done here about this part except to say that for 99% of the time, === undefined (and ****cough**** typeof) works just fine. If you really care, you can read about this subject on its own.)

This question has two interpretations:

Check if the variable has a value
Check if the variable has a truthy value

The following answers both.

In JavaScript, a value could be nullish or not nullish, and a value could be falsy or truthy.
Nullish values are a proper subset of falsy values:

 ╭─ nullish ──────╮ ╭─ not nullish ─────────────────────────────────╮
┌───────────┬──────┬───────┬───┬────┬─────┬──────┬───┬─────────┬─────┐
│ undefined │ null │ false │ 0 │ "" │ ... │ true │ 1 │ "hello" │ ... │
└───────────┴──────┴───────┴───┴────┴─────┴──────┴───┴─────────┴─────┘
 ╰─ falsy ───────────────────────────────╯ ╰─ truthy ───────────────╯

Check if value is nullish (undefined or null)

Use one of the following depending on your coding style:

if (value == null)                         { /* value is nullish */ }
if (value === undefined || value === null) { /* value is nullish */ }
if (value == undefined)                    { /* value is nullish */ }
if ((value ?? null) === null)              { /* value is nullish */ }

Notes:

• The == operator works because it has a special case for null vs undefined comparison
• The === operator is more readable (opinion based), eqeqeq friendly and allows checking for undefined and null separately
• The first and third examples work identically, however the third one is rarely seen in production code
• The fourth example uses nullish coalescing operator to change nullish values to null for straight forward comparison

Check if value is not nullish

if (value != null)                         { /* value is not nullish, although it could be falsy */ }
if (value !== undefined && value !== null) { /* value is not nullish, although it could be falsy */ }
if (value != undefined)                    { /* value is not nullish, although it could be falsy */ }
if ((value ?? null) !== null)              { /* value is not nullish, although it could be falsy */ }

Check if value is falsy

Use the ! operator:

if (!value) { /* value is falsy */ }

Check if value is truthy

if (value) { /* value is truthy */ }

Data validation

The nullish, falsy and truthy checks cannot be used for data validation on their own. For example, 0 (falsy) is valid age of a person and -1 (truthy) is not. Additional logic needs to be added on case-by-case basis. Some examples:

/*
 * check if value is greater than/equal to 0
 * note that we cannot use truthy check here because 0 must be allowed
 */
[null, -1, 0, 1].forEach(num => {
  if (num != null && num >= 0) {
    console.log("%o is not nullish and greater than/equal to 0", num);
  } else {
    console.log("%o is bad", num);
  }
});

/*
 * check if value is not empty-or-whitespace string
 */
[null, "", " ", "hello"].forEach(str => {
  if (str && /\S/.test(str)) {
    console.log("%o is truthy and has non-whitespace characters", str);
  } else {
    console.log("%o is bad", str);
  }
});

/*
 * check if value is not an empty array
 * check for truthy before checking the length property
 */
[null, [], [1]].forEach(arr => {
  if (arr && arr.length) {
    console.log("%o is truthy and has one or more items", arr);
  } else {
    console.log("%o is bad", arr);
  }
});

/*
 * check if value is not an empty array
 * using optional chaining operator to make sure that the value is not nullish
 */
[null, [], [1]].forEach(arr => {
  if (arr?.length) {
    console.log("%o is not nullish and has one or more items", arr);
  } else {
    console.log("%o is bad", arr);
  }
});

I would just say

if (value) {
  // do stuff
}

because

'' || false
// false
null || false
// false
undefined || false
//false

Edit:

Based on this statement

I end up writing this: if(value !== undefined && value !== null && value !== '')

I initially assumed that what OP was really looking for was a better way to ask "is there a value?", but...

if someone could help fill me in here on the rules of when to check for undefined vs null, that would be great.

If you're looking to see if something is "truthy":

if (foo.bar) {
  alert(foo.bar)
}

This won't alert if value is '', 0, false, null, or undefined

If you want to make sure something is a String so you can use string methods:

if (typeof foo.bar === 'string') {
  alert(foo.bar.charAt(0))
}

This won't alert unless value is of type 'string'.

So.. "when to check for undefined vs null"? I would just say, whenever you know that you specifically need to check for them. If you know that you want to do something different when a value is null vs when a value is undefined, then you can check for the difference. But if you're just looking for "truthy" then you don't need to.