To quote the Ogre forums on the matter.
Yeah, it's hard to point to any one engine as definitely the best, since they are all quite different. They have different collision shapes (Havok has cylinders, PhysX doesn't), different joints (I think Newton had a corkscrew joint which Havok might have too, but nothing else does) and various other issues.
Then there's the api, Newton is based entirely on callbacks (which I don't like), Havok is painfully SSE obsessed (get used to vector math which looks like C rather than C++. Good for performance, but is annoying to use), PhysX needs that stupid driver crap otherwise it's dll won't start, etc.
The most feature filled one is Havok. The animation system alone is enough reason for it (full skeleton animation with physics interaction, skeleton retargetting, inverse kinematics, export tools, etc). Plus if you pay massive amounts of cash you can get Havok Destruction, Havok AI, Havok Behaviour and other bits. (The basic Havok physics and animation components are free for pc).
In short, it will ideally come down to API differences, because overall they are all performing the same operations; minus some performance differences.
However, it will matter most on how YOU like them, if you can't use it to its best ability, the spot differences won't matter.
If you find the Physics engine to be your biggest bottleneck (from measurement of course), then later you can weight the odds and ends against each other. I suggest for now you find one which is easiest for you to learn.
Personally, I found Bullet pretty straight forward and simple to learn; it has a nice license, an active community and is not going to be a cause for concern with performance.