When talking about NVidia GPUs, it would probably make sense to let madVR do the deinterlacing because (as nevcairiel already explained) there should be no difference in quality, while we might get slightly better performance when letting madVR do the work. Furthermore madVR can do DXVA2 deinterlacing with all GPUs (NVidia, AMD, Intel, whatever) on all OSs, including Windows XP (if you install .NET 3.0 or newer). LAV on the other hand can do software YADIF deinterlacing, which madVR currently does not do. So pick your poison. My recommendation would be to let madVR perform DXVA2 deinterlacing for NVidia and AMD GPUs, but for Intel GPUs it might be a matter of taste or a matter of priorities. LAV YADIF deinterlacing might provide better image quality than Intel DXVA2 deinterlacing, on the cost of higher CPU consumption. The quality of DXVA2 deinterlacing depends on the GPU hardware and from what I've read Intel's hardware deinterlacing isn't that great. But I haven't compared quality myself, so I can't really say.
There shouldn't be any streams that madVR cannot deinterlace. However, there could be slight differences in when and how deinterlacing is activated. If madVR doesn't automatically activate deinterlacing for some streams, you can manually activate it by pressing Ctrl+Alt+Shift+D twice. Generally, madVR should behave mostly similar to VMR and EVR in terms of video deinterlacing. There are a couple of differences, though, because I think that VMR/EVR don't always do the "right" thing, so I tried to improve on that in madVR.
Another topic is IVTC. madVR can perform (software) IVTC with all kinds of movie cadences, which to my best knowledge no other DirectShow filter (nor DXVA) can currently do in comparable quality. But that's probably a separate topic. For those of you who're wondering what I'm talking about: If you let DXVA "deinterlace" movies for you then for 1080i60 movies you'll get 1080p30 or 1080p60 output, but *not* 1080p24 output. Which means that you'll still have the 3:2 motion judder. madVR's IVTC algorithm on the other hand allows you to convert 1080i60 back to the original 1080p24 to get perfect motion smoothness.