Wow, it turns out, if I am to believe
this article, that I was wrong about everything. Apparently, Vodafone will
theoretically be the fastest with 28.8 Mbps, with all the others (Three, O2 and Everything Everywhere) second equal on 21.1 Mbps.
That being said, Vodafone's data plans are the most expensive (£15 a month for 2GB), and I emphasised the 'theoretically' as it really depends on where you live for what speeds you'll get. So no guarantee Vodafone is fastest in your neck of the woods.
I have to say that this does change things for me a bit: now I know this, I have just ordered a free pay as you go micro sim from Vodafone, in addition to the one from O2, so I should be able to compare speeds when I receive them. However when the time comes for me in may to get a monthly contract data plan in May/June, I'll probably still go for Three with the slightly lower speed as you really can't beat 10GB a month for £15. The best deal by a mile, even when you consider the slightly lower speed than Vodafone.