1stly, of course the OSes, SG s, desire HD is android, which win in the web browser (enable flash). android is fully customizable, which if u like that, this is a plus. SG s have super AMOLED screen, which IMO is the best screen in mobile nowadays. Android is most actively growing OS now, apps is not on par with apple apps, but who knows what's for the next 3-4 years?
ip4 is iOS of course.. less cutomizable available, every files to be transferred into phones can only be done using itunes. but the sleek UI wins in OS fight. web didn't allow flash, lots of apps <--ppl buy ip4 for this usually. oh, it have this retina display, which have the most pixels density on mobile screen devices now. and, unless u jailbreak this, this devices is sort of boring though (no bluetooth file transfer, etc).
HD7 is winmo 7 phones. I'm not really know much about the OS. try spend some time on GSMarena HTC HD7 review, as they had just review this HD7

IMO, the best is desire HD now, as it have the HTC fast boot, android 2.2 froyo (fully flash support, fast UI), android is promising OS, number of apps is not on par yet with apple, but it is growing, most number of free games (as reviewed on the net b4 by a company who compared all OS, but 4get d where, can try google), HTC sense , s-LCD screen.

hope this can help a bit