Verizon arguably sucks the least, at least in terms of coverage. They have the largest 3G and 4G networks of all providers. This site
has links to the maps, but it's the official sites for whatever they're worth. Be sure to check that you're seeing 3G and/or 4G and not just phone reception, since it can make a pretty big difference. Some things to note:
T-Mobile and AT&T have the fastest 3G/fake 4G (long story short, they're calling what is truly upgraded 3G 4G). If you're in a good coverage area with a good signal, they have theoretical speeds up to 42 Mbps, and I personally saw up to 7 Mbps on T-Mobile when I had it. This sort of speed is probably more realistic.
Verizon, as noted above, has the largest 3G and 4G coverage, with 4G speeds of over 20 Mbps in real-world situations being seen by a lot of people. This has the somewhat serious concern of chewing through battery pretty quickly (though this is getting better with time). Their 3G, however, is much slower than AT&T or T-Mobile, with you maybe seeing 2 Mbps on a good day. I usually see 1-1.5.
AT&T is also rolling out LTE (if you look at AT&T's store, you'll see phones that are 4G and ones that are 4G LTE - there's a difference), though their network isn't as large as Verizon's just yet. The good news is that if you leave an LTE area, you fall back to pretty reasonable 3G.
Sprint uses a different 4G system called Wimax, which, from what I understand, is not very good. The speeds are good...if you can get a good signal, which is tough since it runs on the 2500 MHz band and doesn't penetrate buildings too well as a result. Their 3G is theoretically about the same as Verizons, but from what I understand, it's more like 0.5-1 Mbps in reality. They're also planning to phase this out as they roll out their own LTE, but LTE won't even be lit up for a few months yet and there's (obviously) nothing that can use it. Buying into Wimax at this point would be unwise.
That said, getting into Sprint *might* not be a terrible idea since, if nothing else, it might lock you into truly unlimited data, which they're the only carrier to offer anymore. Of the others, T-Mobile is the next-best offering "unlimited" data in that you can use all the data you want, but they throttle after 2 or 5 GB, depending on plan. AT&T and Verizon's data costs are about equal last I checked, and not exactly cheap. My plan is something like $30 for 2 GB of data each month, though they've been running double data promotions to get more people on 4G to unload the 3G some.
There's also smaller carriers, but they all run off the larger ones and will get slower speeds than whatever the larger ones offer since they're QoSed down to the bottom.
EDIT: One thing I forgot to mention: almost NONE of these are compatible with each other. You cannot get a device on AT&T and expect to work at its full capacity on any other carrier. The small exceptions are that AT&T and T-Mobile use the same cell and 2G network frequencies, so those are cross-compatible, but I doubt you'd want to spend the money on data service on a device that can't use to anything approaching its full capability. Sprint and Verizon can also roam on each other, but, again, speeds are so slow as to be useless and you cannot activate a device from one on the other. The two current LTE networks are incompatible, and I doubt Sprint's will be compatible with either of those.