i've trasferred the same components to 531c steel, triple butted alu(+carbon forks) and carbon framesets. it's not easy to compare as the bikes have slightly different geometries, so handling is not the same. correct and comfortable fit is so much more important than a frame material. tyres, pumped to correct pressure, comfy saddle and handlebars are very important too. now back to the frame materials:
steel is a fine ride, but flexes too much when sprinting out of saddle or grinding uphill. it's also quite heavy and combined with flexiness is not a great climbing bike. if nicely finished it can be a work of art.
alu bike was my partner on my longest ride so far (1000miles in 5days) and i had no issues with the comfort whatsoever. the frame was stiff which was great on big hills and mountain passes. maybe a bit harsh on rough roads, but this didn't bother me too much as i had other things to worry about at the time.
carbon framset is the lightest (about 0.5kg lighter than alu) and has a very quick steering, but flexes a bit more than alu. ride quality is similar to and maybe better than steel, climbs well due to low weight and corners like it's on rails. i've yet to take it on a long ride, but so far it seems it could cope very well. it's only a pity that carbon frames don't look very nice (usually plain or no colours and no chrome
).
in my opinion - choose the bike that fits well, with the tyres that are not too hard and the ride will be good whatever frame material (as long as it's not the cheap and nasty stuff). if seconds or milliseconds matter go for the lightest/stiffest combination possible or the one that allows to upgrade in the future.