They are all equally good at catching your gross blunders (blunders that loose material) -- and at the sub master level their different evaluations wont matter much unless you're able to understand and follow up the 12-15 moves it would take to prove slight positional blunders.
As for the program here on chess.com, little chess partner I think it's called, I've heard it misses even some obvious tactics. I think this is because it handles all requests from chess.com users so has to use extremely little time on each move, lets say a tenth of a second, to be able to service so many.
As for real language suggestions nothing beats a human looking at your games. Some of the big name programs will slap a sentence with their variations like "and black has compensation" or "white grabs more space on the queenside" but they're still basically just alternative variations.
If you're thinking about buying a program, chessmaster is more centered around instruction and exercises than the others.
I have used the analysis program on chess.com once in a while to see what I did to lose the game.
I hear others talking about using Fritz or Chessmaster (others?) to analyze their games.
My question is this, assuming you set the bigger programs to go no further in depth than the program on chess.com, will they all catch the mistake you made? Do some offer other suggestions on your game?
stwils