I had this problem too. 3 mobile is pretty awful to be honest. I moved straight to talk mobile and haven't looked back. Vodafones signal is really good.
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Well it's all relative of course - for the places I go to regularly and would *really* like to be able to use my phone, like around Canary Wharf or the City, Vodafone is utterly useless (was with them until a couple of months ago) mostly due to "congestions issues" where you can see a full signal on your phone but it's unusable because, well, too many people are trying to do the same... Voda's helpful response was and still is "don't use data during peak hours i.e 8am to 6pm and switch your phone to 2G during that time". No such issues with 3 so far, so for me it is much better than Voda though I'll give you that my signal at home was better with Voda because their mast is in direct view 200 yards down the road...