iDB conducted a few speed tests on the new iPhone 4S comparing data performance across AT&T, Verizon and the newcomer, Sprint.
It looks like AT&T and Verizon are just about neck and neck despite the iPhone 4S supporting AT&T's HSPA+ network, with Sprint falling pretty far behind. Keep in mind the comparisons aren't exactly scientific, so your mileage may vary. It also appears that data coverage isn't optimal in the area they shot the video given the speedtest.net results, but this gives you a pretty good idea of how the iPhone 4S performs under the different networks.
Check out the full video below and let us know what speeds your seeing on your new iPhone 4S!