We have used them all....well, most of them. This is my personal feedback.
Dizzy Dolphin is my favorite. My orders are always on-time, Chris and Laura are the absolute best, mark-up is reasonable, they are friendly and very, very accommodating. They put your groceries in bags with your name on it. They put cold or frozen items where they belong and your groceries are handled with care. (no broken chips, no warm milk, etc)
Garden Grocer. My delivery was always on-time. Their mark-up is a little on the crazy side. They are not very accommodating. They tell you to let them know if you have special requests, but for the most part, they cannot seem to get any of it, although every other delivery service can. They were able to get Dr Pepper for us before it was on their website.
WeGoShop. Terrible. Horrible. Bad attitude. Customer Service is lost on them. Groceries were not bagged properly, as I mentioned above. Cold items in with non-perishables. Food items in with non-food items. Anybody over 10 knows you do not put Lysol and fruit in the same bag.
Amazon - That was a one and done. I would prefer to pay the fee for delivery for service with care.