well, I just submitted an article on this exact topic...look for it to be published soon (hopefully). Don't forget AOL-easily the most customizable.
Yahoo-easy to manage lots of leagues, good layout, dependable but the most basic scoring/lineups of all of them
AOL-most customizable, fits all scoring/lineup systems, free live scoring
ESPN-it's fine, a few more options than yahoo
Foxsports-failed miserably last year. It's good in theory though, plus free live scoring and more scoring options than yahoo.
ADMIN edit: please note that the overall sig limit is 12k - thanks!
AIM is like multiplayer notepad