http://www.ofcom.org.uk/radiocomms/...and/cellular/3g/maps/3gmaps/coverage_maps.pdf
It would seem by this document that O2 doesn't have the best 3G coverage, look as if T-Mobile does, by far.
T-Mobile has great coverage in the south/south east prolly the best, but its pretty ropey the further north you go and not amazing in the south west.
EDIT: O2 3G+ coverage doesn't look too hot on that map... but if you include GPRS coverage - very rare not to get full GPRS on O2 even when your in the middle of nowhere...