Out of those 3 I'd be taking the HD2 (its what I own curently), the E72 is a very decent phone as well but I could not live with the 320x240 res screen.
The HD2 is a great phone and the screen is fantastic though I'm sure someone will be along shortly to suggest some Android variant to you.
You will only get the best out of the HD2 though if you are prepared to stick a custom rom on it, which some people find intimidating.
I don't mind fiddleing with ROMs so that doesn't bother me, have fancied a winmo phone for awhile and at the price they are offering it for it is really tempting, just a case of wether I can do without a hardware keyboard.
From reviews I've read the call quality and loudspeaker are supposed to be fantastic on it which appeals to me as well as after using the E71 I've found others to be a bit lacking in that area.
If all you've used previously is a Symbian phone then the N97 wont be a huge disappointment, just a small one.
It's only once you compare it to a phone running Android, Maemo or iPhone OS that it becomes a huge disappointment.
The removal of keyboard shortcuts for cut+paste on the N97 was my biggest annoyance with it other than the general slowness and clunkyness of the OS. They're now buried in a menu, assuming whoever wrote the app you're using bothered to implement it.
I've owned a few with symbian:
6630
N95
5800
E71
Apart from being dated and boring visually I don't have any real complaints tbh.
Does everything I want in an OS and has been fairly reliable for me.
I liked the 5800 but missed the hardware keys, N97 mini therefore is a logical choice.
A few android handsets do appeal to me like the Desire, X10 and Milestone however they are more than I am willing to spend, unless O2 are willing to offer me a decent renewal deal which is unlikely from what I've heard others have been offered recently.
As for the iphone, too expensive, too restrictive and I actually prefered the 5800 to it
