That's pretty diverse. Let's start with the major differences. The HTC Touch Pro2 and iPhone are full on smartphones, with a real smartphone operating system (Windows Mobile 6.1 and iPhone OS 3.0, respectively). The Sidekick runs DangerOS, which some don't consider to be a real smartphone OS, because lack of specific features, such as a document viewer. The iPhone can natively open and view lots of standard files including Excel Spreadsheet, Word Doc, and PDF, and with the use of an app, iPhone can also edit Word, Excel, and PowerPoint documents. HTC Touch Pro2 has Microsoft Office for Mobile built in, so you can open and edit Word, Excel, and PowerPoint documents. Sidekick lacks document viewing altogether. All three phones support Microsoft Outlook Exchange for syncing mail with a corporate e-mail server.
Hardware-wise, they're all quad band GSM and 3G capable devices, and so theoretically with a wink wink, nudge nudge, and some elbow grease in the case of the iPhone, they can work with any GSM carrier, AT&T and T-Mobile in the US, and carriers such as Vodafone in UK, China Mobile in China, and 3 in Australia. Which brings up the point of carrier choice. AT&T has a larger network and customer base than T-Mobile, meaning more people you can call for free using mobile-to-mobile minutes, but it's network quality and customer service are lackluster compared to T-Mobile's which has MUCH better voice quality, and customer service that's higher ranked (according to J.D. Power and Associates). Another thing to consider is that T-Mobile's 3G devices only work on their network, whereas AT&T's can work almost anywhere with 3G HSDPA. This is because back in 2006, T-Mobile bid and won the 1700Mhz part of the spectrum, and has exclusive use of it (the common 3G bands for HSDPA are 850/1900/2100, whereas the HTC Touch Pro2 only has 1700/2100 bands). Back to hardware, the Sidekick is the only one in your comparison that doesn't have Wi-Fi. T-Mobile has just begun rolling out its 3G network in about 17 metropolitan areas, so surfing the web will be relatively slower on the Sidekick. The Sidekick has the highest resolution at 854x480 (thus the sharpest) screen, followed by the HTC at 480x800, and finally the iPhone at 480x320. In terms of physical screen size, it's the HTC that wins with a screen size of 3.6 inches, followed by iPhone at 3.5 inches, and finally the Sidekick at 3.2. The Sidekick and the HTC have 3.2 MP cameras with autofocus and flash, while the iPhone only has a 2.0 MP camera, no flash, and no video recording (you can get a 3.0 MP camera with autofocus and video recording with onboard video editing to trim out parts of a video you don't want on the iPhone 3GS, which is basically faster and includes a few extra features). Out of the three phones that you've listed, I would have to rate the Sidekick as the fastest in overall use, because it doesn't have to do as much as the other two phones. The iPhone's application launch time is kinda slow, but is faster on the 3GS. By itself, Windows Mobile is terrible and ugly looking OS that requires a stylus to make it usable, but HTC put their HTC TouchFLO skin over it to make it more finger-friendly. This finger-friendliness comes at price though, making the already slow Windows Mobile OS even slower, and the slowest out of this comparison.
Keyboards. If you are an avid texter, and MUST have a keyboard, then skip the iPhone, because its on screen keyboard pales in comparison next to the Sidekick and Touch Pro2's keyboards, with HTC's keyboard even letting you tilt the screen for a better position.
Application Stores. The iPhone has by far the largest out of these three phones, with over a million apps. Microsoft is launching their own Marketplace for Mobile later, when the more finger-friendly Windows Mobile 6.5 comes out, but many major companies already have applications you can download and manually install on Windows Mobile devices, including Facebook, Bing, and Netflix. For the Sidekick, there's like one obscure official Download Catalog, with all the other applications just scattered about the internet.
When you choose your device, make sure you know what you really want, and the features that will meet those wants. As Kelley Blue Book would say on their YouTube reviews: And that's my comprehensive review of the HTC Touch Pro2, T-Mobile Sidekick LX 2009, and iPhone 3g. Good luck :)