I prefer the Captivate by a mile. There just weren't enough improvements to the iP4 from previous models for me to care about it. You can personalize the Sammy quite a bit more, especially using LauncherPro or similar home app. It's easy to rearrange the main menu so that you don't have to see the AT&T bloatware. You can just put it on the last page.
As for holding the bottom of the phone and losing bars? The majority of Smartphones will suffer some signal loss when covering the antenna. How often are you going to use the phone cupping the bottom with both hands?