I have only been to HDDR and Fantasmic, not SOA or Mickey's BBBQ, so I can only comment on the former.
HDDR is so much fun and has good food; something for the entire family to enjoy. It does take up 2 TS credits but my family loves it and asks to go back on every trip.
Fantasmic was a great show, doesn't take up any TS credits, unless you do the package. We skipped this on our last 2 trips because it is very loud and you have to wait a long time before the show starts. These were 2 deal breakers for us and our youngest. We are going to try it on our next trip though, with the package so we don't have to sit for an hour before the show starts.
If it was a choice between the 2 for us, we would go with HDDR.