I've owned TAF and currently have a TSPP, and I've played plenty of games on the other two.
The reason I'd go with TSPP? It's never the same game twice. Seriously. It's so deep (almost too much IMO) and there's so much going on that every game feels different. It's a great theme with plenty of humor. I really wish they had added a full-blown Treehouse of Horror mode though. That would have been sweet.
TAF is a blast, a great theme, and has arguably the best multiball buildup ever, but it's a bit repetitive. Nevertheless, I would LOVE to own this one again. It's easily in my top 5.
TZ is a terrific theme, but it hasn't aged well IMO. A buddy of mine has a TZ, XM, and LOTR, and any time I play TZ after playing the other two, I feel a little bored.
FH? Meh. It's an alright game, but it's definitely my least favorite of the bunch.