Building penetration has more to do with what MHZ, or frequency the carrier is operating on. That is why Verizon, and AT&T seem to have such good coverage in buildings, etc. They own the low spectrum (800MHZ) which carries a signal as farther, and is more capable of penetrating walls, etc. Sprint and T-Mobile both use higher frequency bands (1900MHZ) that dont travel as far, and have weaker penetration, but have higher data throughput. I have to say that I have yet to notice a difference in coverage where I live, but recently my wife was vacationing in AZ, and had many issues with the reduced coverage there. Makes me nervous, as I have five lines with Sprint, and we all go to AZ regularly.
This is also the reason that AT&T is trying to purchase T-Mobile, as it would give them access to the 700MHZ spectrum that T-Mobile bought in the FCC auction in 2008. This would basically leave Sprint with only the 2500MHZ spectrum that they are currently using for Wimax, and would basically guarantee that Wimax never has good penetration.