My wife has reported that her iPhone 6 loses signal less than her 5S did...but to be 100% honest, there's really no way to prove that is a result of the device itself or just an improved carrier network since purchasing the device (since carriers are consistently and frequently improving their services in that regard).
All that said, differences in signal quality between the two devices is negligible and should not be a concern for anyone who normally gets good carrier network connection with the 5S and wants to move to the iPhone 6.