I'll base my answer around this Japanese thesaurus entry which discusses the difference between
思う is more subjective or emotional - for example: worries, hopes, affection, supposition/imagination (as in 'It wasn't as big as I had imagined (thought) it would be') etc.
考える is for more objective and logical thought.
At the bottom of the thesaurus page I linked there is a table which shows various sentences and whether or not
考える could be used in them (a ◯ in the box means it can be used).
Let's take a look at some examples from the table:
'I think it tastes good'
In this is case
思う is used because it is your own subjective opinion.
'think about why (I) failed'
This time it is
考える because you are trying to logically think through why you failed.
'think about the future of Japan'
In this example it is OK to use either. Without further context it's hard to say for sure, but
思う here could indicate a subjective concern for the the future of Japan, whereas with
考える the speaker might simply be thinking through how Japan is going to be in the future.
EDIT: I forgot you had mentioned
話す. The difference with those two is like 'saying something' v.s. 'talking to/with somebody'. Not related, I would say, to