Just in case anyone is still undecided, I found lists of the endorsements given to Capuano and Coakley, respectively. Each has an impressive list, including unions. Capuano seems to have the most endorsements, and I don't think Kennedy family members have endorsed anyone but Capuano (though only a few family members have mentioned any preference).
Khazei claims that he did not want to pay the price of endorsements, but the Boston Globe endorsed him anyway. I could not find any endorsement page on his website.
Pagliuco was the only candidate who had a link on his site soliciting endorsements, but I could not find any endorsement page on his website anyway. I know that Doris Kearns Goodwin endorsed him, though.
Coakly endorsement page
http://www.marthacoakley.com/about/Endorsements Capuano-unions and other organizations-
http://www.mikecapuano.com/pages/endorsementsCapuano-elected officials and other individuals
http://www.mikecapuano.com/pages/elected-officialsCapuano-Publications and Blogs
http://www.mikecapuano.com/pages/publications-and-bloggers (Globe endorsed Khazei)