The only way to make an informed choice is to go and play with demo units in stores. You have to get a feel for the different keyboards and see what works best for you. They're very different on each model.
My personal order of preference is: Bold - best ever on a mobile device. Keys are close together with no gap, which leads some folks to complain about typing errors. Not me though. I do better with this style, showing that it's clearly a matter of personal preference. Curve - individual keys with spaces between each. Smaller than the keys of the Bold but with distinct separations between each make them easier to type on without looking. Some folks claim less typos with this style.
. Storm - Not my cup of tea, and certainly not as good as a physical keyboard for someone who sends a ton of emails or SMS messages every day. It takes some getting used to and I never could. I see it as a compromise to get a full screen touch interface. If you like that interface and the screen size you give up the physical keypad. More multimedia/consumer oriented vs. business oriented.
Agree with rambo. Go to a store and play with the devices to see how they fit you. The devices you've named are similar spec-wise so it may boil down to which carrier you want to go with and which device you are more comfortable with.
Carrier coverage in your area should always be the #1 factor in determining what to get. No matter how cool a device you have, if the signal stinks and you can't get reliable network coverage for data and voice, it's a cool looking paperweight and a major annoyance.
As for data speed, I just switched from AT&T to Sprint. In my area of northern New Jersey the coverage of both is very close. But Sprint's data speeds are INCREDIBLY faster than AT&T's 3G. I am shocked at how much better web browsing these forums are on my Sprint 8330 than on my AT&T Bold. I may have to upgrade my 8330 to the Tour when it comes out later this summer though. I miss my Bold's keypad. I'm such a gadget whore! :D