They are all totally different! What is it that you want to do, and what's your budget?
Autodesk Smoke is a finishing system -- it's got tools for editorial, conforming, grading, paint, graphics, keying, compositing, and delivery.
Autodesk Flame is a high-end compositing and visual effects system. Flare is a software-only package, available only to Flame owners, to let them extend their Flame pipeline.
After Effects is a compositing, motion graphics, and visual effects package.
Premiere Pro is a non-linear editor.
Principal & Designer at Keen Live
Motion Graphics, Widescreen Events, Presentation Design, and Consulting RenderBreak Blog - What I'm thinking when my workstation's thinking
Creative Cow Forum Host: Live & Stage Events