I've never personally been involved in indie projects, but I know several people who I have worked with at some point or another who have splintered off and started their own indie companies, and they are all using Unity. I think the license arrangement is the main reason, as its set-up sounded quite generous, whereas something like the UDK engine can get quite prohibitive, unless it has changed in the last couple of years. Unity is also reasonably powered and has a fair community which is important.

Personally, I played around with Unitiy briefly but stopped when I realised that it couldn't handle my basic concept, which required both skinned and morph deformation on the same mesh. Also, I was unimpressed with how it seemed to handle assets and animations - it seems to demand a single asset with all the mesh, rig and animation data on it, which seemed fairly... primitive. You wouldn't want to be dealing with much animation data per asset with that kind of a workflow, which is in itself restrictive.

But I was approaching that as an artist... the indie teams I know obviously have programmers so issues like the above can probably be worked around using skills way beyond my capabilities, so I guess a lot of the engine choice also depends on the skill of the team/individual using it. Perhaps a team of artists would be better suited to one of the other two, bigger, more expensive engines.

I'm interested in seeing what other people with more direct experience think.

Don't know the best engine out there, but so far, it's looking like Unity is the best.

Cryengine 3! :D
I just say that because I've been using it for such a long time. I think the speed of it is what most indie developers find attractive.
Never tried UDK or Unity. So I can't compare, but for me Cryengine has covered my every desire the last years, so I've had no reason to switch yet

I know that all actions in UDK using node system - it's little overloaded but still comfortable. Is Cryengine use the same system for making any ingame action like triggers, sounds, level loading, etc. ?

Yush, Cryengine uses flow graph editor. And you can actually do very many things in it alone. If you look at Crydev you'll find people who have made working flights with flow graph alone

As you admited , Unity is the most available, but not so comfortable as UDK and Cry. I heard that UDK has pretty good conditions for small projects, and it has many successful little projects what makes it more attractive.

Unity is probably the best for indie games, if profitability is involved. UDK and CE3 are better in the scripting and graphics departments, respectively, making them great for mods, portfolio show-offs and the like, but if you want to go commercial, good luck getting a license you can afford (I'll admit UDK isn't terrible, but compared to Unity, it can mean a lot of cash).

unity seems pretty cool to me! especially since its more convenient with scripting! which means a more personal game! As a gamer myself, I'd love to work with scripting! So it won't be much of a problem with me in the future! And this is coming from a UDK user!

One guy from Crydev started out making a small game on the Cryengine 3, but has switched to Unity. You can check out his blog here; http://seithcg.com/wordpress/
It's not all that big of a difference compared graphics vise between the two. And it's also a furry game! =D