Yes some brands and models have better reception than others. Generally speaking, Motorola phones have stronger reception. The Motorola Droid has the best reception I've seen in quite some time on any Verizon phone. Our office is in a Verizon dead zone and it manages to get a good, usable signal instead of the usual one unstable bar.

The SAR rating does indeed indicate emissions and that doesn't always correlate with signal strength. Thus it's not really a reliable indicator.