Reception wise, the 6300 is the best. But the battery life on the SEs is better.
Feature-wise they all all similar. More or less. The screen on the 6300 is far better than the other 2. The camera on the w810 is better than the 6300s. Walkman software on the SE makes sorting songs easy but the 6300 is a bit louder.
Basically, get any one of those. You can't go wrong.
Reception depends on the carrier and location. Make sure the carrier offering these "free" phones has service where you need it - where you live, work, travel, etc. Also read all the fine print. And remember, you always get what you pay for!
I got my 6300 a few days ago. I have to say it is very good. The reception is great (I had 1 bar on the platform in the TTC) The screen is amazing. It's loud. And I debranded it myself for free. This allows me to use my own MP3's as rintones, reveals the email client, and makes the phone louder.
I would go 6300. I also agree with bachviet regarding the microSD card. You can pick up a 2gig card for not a lot of money. Sony is notorious for inventing their own version of things.