They all have their own strenghts and weaknesses.
The FDM (Dimension) machines build strong parts and if you puchase an SST this time you can have a part with little or now manual labor. They take a little longer than the others but the parts are functional.
The ZPrinters are marketed as the "fastest" machines. They print parts quickly but there is a recommended one-hour wait time after the build before you can touch the part, then you really need to infiltrate the part with a secondary binder to give it enough strength for any practical use. If you purchase a color machine you can have nice looking full-color parts with all of the details. There is litte waste of material but you need to include the infiltrants in your real part price.
Objet uses a photopolymer and builds in very thin layers so you can have good z-axis details. It also uses some form of support material that needs to be removed manually - probably similar to SST but I am not familiar with either. Because it is a photopolyer it isn't exactly like any normal polymer. Some have told me that the standard, rigid material gets soft at relatively low temperatures (150 F). They do offer a wide range of plastic and elastic materials and even have a machine that can build with more than one at a time (a firm rim with an elastic wheel). I did have some issue with high-precisioin parts with thin features. The removal of support actually damaged the thin features and made them useless but that may have been from mishandling.
Projet is similar to Objet. It had a secondary support material that was some form of wax that could be melted out a little easier than the objet but I am not sure what they are doing now. They have made some destop versions that look cool but I am not up-to-date on their products.
It all depends upon what you want to spend, what mateials you need, what environment you will be working in (they are all office-friendly now so it's not as critical) and what purpose the parts will serve: form, fit, function?
Hope that helps a bit.
Jeff