Out of the "Lego does x" themed games (SW, HP, LotR, etc...) I think the one that brings back the best memories is probably Lego Star Wars, because it was the first of that sort of Lego game I got and me and my younger brother used to play it all the time, so too with Lego Star Wars 2.
My favourite though is probably a toss-up between Lego Lord of the Rings and Lego Marvel Superheroes.
Lego LotR was a lot of fun, it had great levels, a fantastic over-world and loads of laughs. I still find the Mithril Disco Phial to be the funniest thing in a Lego game so far.
Lego Marvel however had a lot of cool characters, even more fantastic levels, loads of bonus missions and it was an entirely new story with really cool voice-acted clips.
It was funny and was definitely a very well made game, but Lego LotR was just so funny for me.
You're also missing Lego Star Wars III from your list.
That was a nuisance of a game to play. I've never watched The Clone Wars, and that's the plot of it.
And there are no voice-actors, so characters try to sort of express what is going on solely through silly hand gestures (which are also half-comedic to make it harder).
So, other than the scrolling text before each mission, I was left completely in the blank.
Which is one of the reasons I am really glad they started to use voice-actors, even if they were just ripped from Movies, because if you haven't watched whatever that particular title was based on (bar their original stories, obviously) then you have no clue what the game is doing.