This is a good PDF for UK coverage, OFCOM report done last July:
http://www.ofcom.org.uk/radiocomms/...and/cellular/3g/maps/3gmaps/coverage_maps.pdf
Basically, 3 are best, with Orange close behind, the other three networks are pretty poor.
That's the statistical theory but in practice, and I've tried them all, VF UK, T Mobile, Orange, O2, in depends where you operate most of the time. For me based in Central Scotland, Vodafone is by far the fastest and most consistent signal. O2 often shows as having 3G coverage but the bandwidth must be compromised cos it's achingly slow.
3 has the issue that it's 3G or nothing - at least with the rest you can get a 2G signal for email if you need it.