I use Mpix for anything "important," but I've had a hard time lately deciding exactly what constitutes "important" (would that be all my vacation photos, or just the ones I really like?) The colors in their prints are far better, especially skin tones. For other stuff, I've used Kodakgallery, Shutterfly and Costco with varying results, but I've been satisfied with all of them for the most part.
I recently had several of the same images printed by both Mpix and Costco (I had the auto-correction turned off on both). The color reproduction was pretty accurate on the Costco prints, but the Mpix versions looked much more vibrant with details appearing much sharper. The difference is striking. Of course, some Costcos may do a better job than ours.