The only one I've played is Return of the King, and I played it on a PC format. (I've never gotten any nintendo console; I've lost track of how many there are now.)
I used to think it was insanely difficult. Beating the King of the Dead was a BEAR. But having succeeded in beating the game, all the levels became a lot more easy.
My favorite levels are the South Gate (fun for when you want virtually unlimited combat, although eventually you can clear the battlefield) and the Courtyard of Gondor level. (Anyone need any advice on beating any RotK level, I'm the guy to ask.)
I really wish they'd brought out The Two Towers on PC, though. Really, really wish they did.
I have Age of Empires II and the Conquerers expansion, but when I saw the previews for the LotR strategy games, it became evident that the creators had put almost as much, if not more, effort into bringing the bad guys to life. And strategy and mindless amusement not withstanding, I couldn't bring myself to play the forces of Darkness, or be glad at a victory for me and a defeat for Gondor.
I still remember the game's creator gloating when he conjured up a balrog and scalded a Gondorian soldier to death. Jerk.