No network wins South West London on coverage. All four score identically in Ofcom's measurements, across 145 addresses sampled in 6 postcodes. On a difference that small, EE, O2, Three and Vodafone will all work here — so choose on price, contract length and roaming, not on a coverage map. Coverage only becomes the deciding factor once you leave built-up areas, and it still varies street by street indoors: check your own postcode below to see the measurement for your address rather than for South West London as a whole.
Ranked by Ofcom's overall score: EE 100, O2 100, Three 100, Vodafone 100. The spread between best and worst is 0 points, which is inside the margin where a coverage figure stops being a useful tiebreak. Ofcom's data describes outdoor signal across sampled addresses; it cannot tell you how any of them behave inside your own building.