We have ATT & Cingular and chose them specifically because they were one of the only carriers that has good reception where we live. Verizon & Sprint did not - don't know about T-Mobile.
It really depends on your area. What's nice is most carriers now allow you to cancel within 14 days for free, so I've actually used that where I did return a phone because I wasn't getting sufficient coverage. You get refunded minus the activation fee, which is minimal.
Also, they have a local service center in Schaumburg, so if they need to replace or repair your phone, you can go right there instead of sending it to them. We've had to use that twice for 2 phones in the last year, one due to damage, and they replaced them free of charge. We're pretty happy with them. Good luck!