Before you start shopping, you need to know what it is that you want from your UTV. Do you need a work horse? Do you want something fun to play on? Do you need the best of both worlds? What's your budget? And so on...
If money is not the biggest concern, then I would suggest you look in to the Can-Am Commander X. I was lucky enough to see one of these in person the other day and you talk about a sweet machine. With Fox shocks, power steering and plenty of power to spare, it is a beast that will do everything you need it to. The only bad part is you'll shell out $16K for one. If I was buying one today with no budget, this is what I would have.
In reality, I'll end up owning a Rhino most likely. This is a time proven machine that does a little of everything in regards to work and play. If you are a Bulletin Board guy, you can find yourself a good deal on a used one in there if you look around. I've driven/ridding in several Rhinos over the years and they are great machines.
Gators, Mules, and Kubotas are going to be your work horses. (Unless you look in to the Gator 850 which is made to rival the Polaris RangerXP.) We have a Kubota RTV900 and it is a true work horse, but it is not something you'll have fun just going for a ride in. Mules are a waste of money IMO unless you own a farm and don't want to go over 10 mph. The one we owned was a slow moving POS. I would not rule out a Gator, but for the money I would buy a new Rhino.
I am not a Polaris guy, but the Ranger really seems to have things in order right now. And if you want the ultimate toy, buy a Razr.
Good luck on your search man. I hope to purchase one in the next 2-3 years!