If you are coming from the iPhone, I would probably recommend the HTC. The SenseUI makes for a nice experience coming from the iPhone. It is quick and the UI is very polished. I am returning it, but not because I don't like it, mainly it looks like it might be a while before it is rooted and I want to be able to what I want with the phone.
The Ally will have a smaller screen than both of the other phones I think 3.5 vs 3.7 for the other two phones. Has the same processor as the Incredible so it should be similar quickness, it is however going to be running a modified version of Android as well. The specs look pretty similar so I would probably decide between the two based on the need for a keyboard, (ally has one Inc does not)
Basically if you want to be able to root the phone and do whatever you want to it, go for the Motorola Droid (look on the forums to see the possibilities.)
If you want as close to the iPhone type experience go with the Incredible.
One thing to keep in mind, since the HTC and LG both use a modified version of Android they will get updates alot slower (i.e when 2.2 comes out) out of the three Motorola will get it to us sooner.