They all suck, but City of Heroes is closed down (and in my opinion was better than all available now) and Marvel Alliance is a facebook game (Marvel Heroes is the MMO). Marvel Heroes I find to be incredibly boring, and I hate playing as other characters rather being being able to make my own. DCUO and CO aren't too bad, but they're both very different styles of games within the super hero genre. If you're a fan of the Champions pen and paper, or warhammer like game, or whatever it was, then you'd likely be into it more. If you're a fan of the DC Universe, you'll likely be into that game more.
DCUO is more action oriented, as well, and the story is more fun, but if you're into a slower pace and more crafting and crap, CO is the way to go. It's not something anyone can answer for you. All the games are free to play so you can try them out.