Solution 1

If we project points $A,B,C,D$ onto the plane parallel to $\overline{AB}$ and $\overline{CD}$, $AB$ and $CD$ stay the same but $BC, AC, AD, BD$ all decrease, making the inequality sharper. Thus, it suffices to prove the inequality when $A,B,C,D$ are coplanar:

Let $AD=a, AC=b, BC=c, BD=d, AB=m, CD=n$. We wish to prove that $a^2+b^2+c^2+d^2\ge m^2+n^2$. Let us fix $\triangle BCD$ and the length $AB$ and let $A$ vary on the circle centered at $B$ with radius $m$. If we find the minimum value of $a^2+b^2$, which is the only variable quantity, and prove that it is larger than $m^2+n^2-c^2-d^2$, we will be done.
First, we express $a^2+b^2$ in terms of $c,d,m,\theta,\phi$, using the Law of Cosines:
$$\begin{align*} a^2+b^2 &= c^2+d^2+2m^2-2cm\cos(\theta)-2dm\cos(\phi-\theta) \\ (a^2+b^2-c^2-d^2-2m^2)^2 &= 4m^2(c^2\cos^2(\theta)+d^2\cos^2(\phi-\theta)+2cd\cos(\theta)\cos(\phi-\theta)) \end{align*}$$
$a^2+b^2$ is a function of $\theta$, so we take the derivative with respect to $\theta$ and obtain that $a^2+b^2$ takes a minimum when
$$\begin{align*} c\sin(\theta)-d\sin(\phi-\theta) &= 0 \\ c^2\sin^2(\theta)+d^2\sin^2(\phi-\theta)-2cd\sin(\theta)\sin(\phi-\theta) &= 0 \\ (a^2+b^2-c^2-d^2-2m^2)^2 &= 4m^2(c^2+d^2+2cd(\cos(\theta)\cos(\phi-\theta)-\sin(\theta)\sin(\phi-\theta))) \\ &= 4m^2(c^2+d^2+2cd\cos{\phi})\\ &= 4m^2(2c^2+2d^2-n^2) \end{align*}$$
Define $p=a^2+b^2$ and $q=c^2+d^2$:
$$\begin{align*} (p-q-2m^2)^2 &= 4m^2(2q-n^2) \\ p^2+q^2+4m^4-4m^2p+4m^2q-2pq &= 8m^2q-4m^2n^2 \\ p^2+q^2+4m^4-4m^2p-4m^2q-2pq &= -4m^2n^2 \\ p^2-2pq+q^2-4m^2(p+q) &= -4m^2(m^2+n^2) \\ \frac{(p-q)^2}{m^2} &= p+q-m^2-n^2\geq 0 \\ a^2+b^2+c^2+d^2 &\geq m^2+n^2 \\ \end{align*}$$

Solution 2
Let
$$\begin{align*} A &= (0,0,0) \\ B &= (1,0,0) \\ C &= (a,b,c) \\ D &= (x,y,z). \end{align*}$$
It is clear that every other case can be reduced to this.
Then, with the distance formula and expanding,
$$\begin{align*} AC^2 + BD^2 + AD^2 + BC^2 - AB^2 - CD^2 &= x^2-2x+1+y^2+z^2+a^2-2a+b^2+c^2+2ax+2by+2cz \\ &= (x+a-1)^2 + (y+b)^2 + (z+c)^2. \\ &\geq 0, \end{align*}$$
which rearranges to the desired inequality.

Solution 3
Because the distances are all squared, we must only prove the result in one dimension, and then we can just add up the three individual inequalities for the $x$, $y$, and $z$ dimension to get the desired result. Let $x_a$, $x_b$, $x_c$, and $x_d$ be the positions of $A$, $B$, $C$, and $D$ respectively. Then we must show that,
$$\begin{align*} (x_a - x_c)^2 + (x_b-x_d)^2 + (x_a - x_d)^2 + (x_b - x_c)^2 &\geq (x_a - x_b)^2 + (x_c-x_d)^2 \\ x_a^2 + x_b^2 + x_c^2 + x_d^2 &\geq 2x_a x_c + 2x_b x_d + 2x_a x_d + 2x_b x_c - 2x_a x_b - 2x_c x_d \\ (x_a + x_b)^2 + (x_c + x_d)^2 &\geq 2(x_a +x_b)(x_c + x_d)\\ (x_a + x_b - x_c - x_d)^2 &\geq 0. \end{align*}$$
So we are done.

Solution 4 (Vector bash)
Let $a$, $b$, $c$, $d$ correspond to the position vectors of points A, B, C, and D, respectively, with respect to an arbitrary origin O. Let us also for simplicity define $a^2 = a \cdot a = ||a||^2$, where $||a||$ is the magnitude of vector $a$. Because squares are non-negative, $a^2$ is non-negative for all vectors $a$. Thus,
$$(a + b - c - d)^2 \ge 0$$
Because dot product is linear, we expand to obtain
$$a^2 + b^2 + c^2 + d^2 + 2a \cdot b + 2 c \cdot d - 2 a \cdot c - 2 a \cdot d - 2 b \cdot c - 2 c \cdot d \ge 0,$$
from which we add $a^2 + b^2 + c^2 + d^2$ to both sides, rearrange, and complete the square to get
$$(a-c)^2 + (a-d)^2 + (b-c)^2 + (b-d)^2 \ge (a-b)^2 + (c-d)^2.$$
As $(a-b)^2 = ||a-b||^2 = ||AB||^2 = AB^2$ and likewise for the others,
$$AC^2 + AD^2 + BC^2 + BD^2 \ge AB^2 + CD^2,$$
which is what we wanted to prove.
NOTES:
1. Equality holds when the vector equality $a + b = c + d$ holds, which occurs when A, B, C, and D are the vertices of a (planar) parallelogram, in that order.
2. The algebra employed here is almost identical to the algebra used in Solution 3, which means that Solution 3 is just a simplification of this solution.

Alternate solutions are always welcome. If you have a different, elegant solution to this problem, please add it to this page.