I'm 99.9% thrilled with my Honeywell RTH9580WF, and would still get it over the Nest 10 out of 10 times. While I did look at the Ecobee because of the remote sensors, I didn't like what I read about the actual thermostat, so I never made the switch.
I love the ecobee so far, we're 3 months in. I do want to see how it does through the winter. It's saved me at least $60 per month. We had a housewarming party a while back and I had turned off the scheduler/occupancy sensing. Forgot to turn it back on, and our electric bill was like $90 higher. I attributed it to the fact that it was keeping the house at 72 all day long, as opposed to Ecobee turning it up to 83 when we're at work.
I am sure all of them use the same type of basic algorithms though so it's ultimately personal preference, system integration, and a good price that led me to the ecobee.