Greenpace have rated the companies as follows...
Nokia - Good but room for improvement on amounts recycled. PDF Report.
Sony Ericsson - Some models without some of the worst chemicals, but bad on precautionary principle and take back. PDF Report.
Motorola - Points for chemicals management. Recently broke clean up promise. PDF Report.
here's also a nice disclaimer as well...
Our 'Guide to Greener Electronics' aims to clean up the electronics sector and get manufacturers to take responsibility for the full life cycle of their products, including the electronic waste that their products generate. The guide does not rank companies on labour standards, energy use or any other issues, but recognises that these are important in the production and use of electronics products.