I`ve used Vodafones first GPRS card and I bought their original 3G one as soon as I could get my hands on it.
Coverage is the biggest issue, I tend to use mine in fixed locations some of which are still without 3G but, as it switches to GPRS I`ve yet to find anywhere (in the South of England anyway) where I`ve had no service at all.
Connection speeds on 3G run at 384kbs so downloads of several megs are no problem, I`d recomend a download manager on larger files as calls can drop just like a mobile, frustrating when you`ve got 49MB out of 50 and have to start again!
I can`t really comment on the other networks kit as I have`nt tried it but hardware-wise I doubt there`s any great difference.
It`s more down to which one you prefer and who`s got the best offer on at the moment. Unless of course anyone else has further info on them.
Its easy to forget the cost involved and surf the net as you normally would, some of my bills exceed the GDP of a small country!!!