To my understanding, Pi Hakhirot has yet to be properly identified. Some say that "pi" refers to the Egyptian word "house", so it would mean "The House of Khirot" and Khirot may refer to the name of a place somewhere along the Nile that has the root KhRT (חר"ת) in it. According to Wikipedia, William Smith identified it with Arsinoe, near the Suez Gulf, Strong's identified it as being along Egypt's east border (which would relate it to Ba'al Tzephon's location; see below) and Colin Humphries thought it was somewhere around the Gulf of Eilat.
According to Da'at Mikra on the verse, Migdol was an Egyptian fort either in what is now Gebel Abu el Hassan or in Gebel Mur.
Ba'al Tzephon was probably a temple of a deity called in Hebrew Ba'al Tzephon, probably a Canaanite and possibly also an Egyptian deity; "Ba'al" being the name or title of multiple Semitic deities. As for the Egyptian incarnation, according to this essay in the Hebrew site Da'at, he may have been the Egyptian Sopdu, god of the sky and the eastern Egyptian border, which makes sense, considering Sopdu was a dog-headed deity, which ties into both a midrash that says that Ba'al Tzephon had the image of a dog and the interpretation mentioned by R' Nissim of Marseilles that some understand Ba'al Tzephon as referring to the "dog of the sky" (i.e. Sirius) (Ma'aseh Nissim, pg. 317) and with the direction the Israelites were going (towards the land of Canaan, east of Egypt). As such, his temple was probably somewhere along Egypt's eastern border. According to Yochanan Aharoni in "The Land of the Bible: A Historical Geography", pg. 157 in the Hebrew edition, Ba'al Tzephon's location is known from extra-Biblical sources as a temple of a group of seafarers located at Sabkhat al-Bardawil.