I've owned two LOTR (still have one), and I've owned WOZ. Both great games. But in the end, I pick LOTR by a nose. And that is because of the callouts.
Both of them are quest games. WOZ does a better job of stacking. But there is a limitation in WOZ, and for me, that was Rescue Multiball. It is impossible to finish. Even if I was playing my absolute best, I found that impossible to actually do. It is just too many shots, and you are making them on two different playfields. I never even got close. Compare that to ROTK Multiball in LOTR. I've never finished it... However I think I can. And that is a huge difference. I know all it takes is controlled skilled play. So I found WOZ to feel like a dead end.
The downside to LOTR depth is of course, longer games. After this many years with LOTR around, when I play, it is one or two games. But there is still a huge thrill in destroying the ring. Just the call out "The ring mist be destroyed" still sends chills down my spine. Killing the witch in WOZ is a thrill, but the TTT "Super jackpot ho ho ho ho" is the best callout in all of pinball.
So both great, but LOTR wins.