There are plenty of posts on iOS and Android. Look around and will find plenty. Do not believe BB OS is supported and have not seen any report from BB users running Android.
For iOS, its fine. Works for the most part, less micro keyboard and Cortana (or Siri integration). Does not support Apple Health app and there is no back door to it currently. Updates are much better now than 3 months ago. Rarely have to manually update collected data, if you let the app run in the background. Does use cell data, if you let it to connect to MS server for Band data collection.
MS Health app connects to all the same 3rd party apps, and to the Health Vault.
There is some noise about Apple dropping MS Health app but nothing substantiated - just conjecture by some. My sense is its about the same as MS Office and iWorks coexisting on Apple ecosystem.