I have owned (and sold) all three titles.
LAH - best "bang for the buck". 6 ball multiball, 3 sub-playfield magnets, TONS of "modes" to complete before wizzard mode. This one was made to compete with Addams Family (in terms of tech). The backglass is very ugly, but I have seen some nice alternative ones. Really can't go wrong if the price is right ($1500 or under is good on this one).
Judge Dredd - another excellent choice. Supergame (as mentioned by others) is a blast. If you like non-stop action, dredd is the way to go. There are no pop bumpers, and only one scoop, which means just about every shot flows to the next. Its a FAST game, I felt the modes left a bit to be desired. Expect to pay about $1800+ for a nice condition one. Plastic condition and cabinet fade are the biggest things to look for. Dredd should be GREEN on his gloves, that color often fades. Also, the logo should be deep red, not orange/white as seen on most faded cabs.
Shadow - probably the best of these three, also the most expensive by a long shot. The battlefield upper playfield is a blast to play - its like real-life brick attack. There are a lot of satisfying shots, and the player controlled ramp diverters add an interesting element to the game. I found the game modes to be slightly bland. The backglass is terrible, have seen a few decent alternative ones. If you go for shadow, make sure the 4x rings, 3x mongols and 2x Phurba's are present. If they are broken or missing, you will be hard-pressed to find replacements. Added bonus- CPR JUST redid the plastics for this game. Expect to pay $2500++
Budget is everything. If you can swing the money, go for Shadow. If you can't, go for LAH. If this is your first/only machine, go for Shadow or LAH. If you have other machines (depending on the titles), go for Dredd. I find Dredd compliments other games very well (especially DMD wide body games).
Hope that helps!