indeed, all 3 are primarily shooter engines, so see which one tickles your fancy. You'll be spending a LOT of quality time with it. <g>.
Sorry, but though the first two are more geared to shooters, Unity is NOT. It is true that shooters have been made with it but it is made to be much more general and so you don't have to "bend" it to a given genre like you would with UDK and the Cryengine.
But, the rest of the quote, and pretty much most of what else was said I agree with. Unity is more commonly used in the indie world from what I can tell, and the UE3/UDK seems more used in bigger teams and commercial studios. I'm leaving Cryengine out of this as I haven't seen any evidence that it is capable of much more than FPS games, while the UDK, though meant more for the FPS genre, has been used to make other game types, and Unity much more so.
UDK Pros: It is very powerful, if not the most powerful engine available to indies for free(or very cheap, relatively speaking). If you are non-commercial, it is fully free, and for commercial usage you pay $99, and then after you earn $50,000 you begin to pay 25% royalty off of your earnings. This has been the center of controversy in many topics, but many would consider a good deal considering what all you get with the UDK.
UDK Cons: It is relatively difficult to use, though once you learn it, your opinion of that can change. The currently used language(Unreal script) isn't used anywhere else, and if you spend the time learning it now, you MAY feel it was a waste once they switch to C++ with UE4, assuming that they make a UDK for the new version, which I believe is likely. This also depends on how long it takes for the UDK4 to come out assuming it does. Also, as compared to Unity, the art pipeline for indies can be more difficult, as most of us don't have access to Max/Maya, and I've seen varying topic posts as to how easy/hard it is to get assets created in Blender to import into the UDK. Lastly, the 25% royalty is pretty steep. This may not break the deal though, because you would think that if you ever make 50,000 with it, the 25% won't hurt anymore. But compared to the price of Unity Pro, it is suddenly more expensive as you make more money, while Unity Pro "only" costs $1500 for just the PC ports.
Unity Cons: Well, the free version has certain limitations, though they have lifted some of them. You don't get full access to the shadow system, while with version 4.2 you can do hard shadows with one directional light, though before you couldn't do any shadows except "projected" shadows. You also don't have access to the "fancy" post-processing effects for the most part. But most of the things you can't do won't bother someone just starting out. Also, as compared to the UDK, the price for the "Pro" version costs more right now, while the UDK only costs $99 right now, though with Unity you never pay royalties, so it is a matter of paying more now and nothing later, or paying little now, and lots more later, that is assuming you actually make more than $50,000 in the first place, which most indies startups never do.