I just moved from O2 to Vodafone, no more missed calls despite showing signal.
It really depends on who is best in your area and who you will be happy with, personally I wouldn't touch Three.
Exactlythe probs I have. Delayed txts and missed calls
No I actually upgraded to the iPhone 4 with O2 but then returned it, cancelled the contract and went to Voda, I was in the last month of a 12 month simplicity deal.

With '3' I've paid:
£189 up front for 32GB version
£30 per month, 24 month contract
500 minutes
Unlimted SMS
Unlimited 3 to 3 minutes
1GB Data
150 Picture Message

I'm with Tesco (O2) , no 3G signal in my house but when I step outside I get full bars but speedtest results are on poor on 3G:
DL: 645 kbs
UL: 867 kbps
Pre order? Last I heard they weren't doing them yet