If you check out Boardgamegeek.com, you'll see HQ is rated 118 in thematic games, while WHQ is rated 54, AHQ is rated 217, and Legend of Drizzt is rated 28. Descent has a newly-released, shorter, less-complicated 2nd edition that is rated 261 and climbing fast.
Warhammerquest was preferred by my friends for its added depth. We used to play a game for about 2 1/2 hours. There was a bit more tactics as more monsters were placed on the board, often a lot more. Mostly tactics revolved around limiting the Heroes' frontage as much as possible so that the squishier Wizard was protected. Deathblows allowed a Hero to sometimes attack more than one monster, so placement would also take it into account. The one-on-one monster placement rule was quick and dirty, but it offered little variety and basically turned battles into contests of attrition.
WHQ turns are about twice as complicated as HQ. First is the power roll, which also works as an unexpected event roll when a 1 is rolled. That added constant pressure and can really screw you, usually with an ambush. Then comes hero movement and attacks, which is followed by monster attacks. Exploration is last if no monsters are present.
If you know Warhammer, you have an idea how combat works. To attack you roll a d6 and consult a weapon skill chart. The monster's weapon skill is crossed referenced to see if you hit. Equal WS scores yield a hit on a 4+. After a while you are familiar enough to do a mental computation (like Warhammer players). If you hit you need to roll a d6 again for damage, adding in one or more modifiers. Next you deduct the monster's toughness score and subtract the result from the monster's wounds. At lower battle levels you can one-shot some monsters, but things slog more as you go up to a maximum battle level of ten. Little dice are included to track monters' wounds, and I'd say it's way more fiddly than HQ. I'd caution you about building a set of house rules around this system, as it gets clunky and unbalanced at higher battle-levels. GW should have play tested it beyond battle level one.
HQ was marketed towards age 10+, while WHQ was marketed towards 12+. Going onto higher battle levels, I'd say WHQ is geared toward 14+. For certain groups, the extra complication is a good thing.
Remember, WHQ is a fully-cooperative game (no GM!) against a simple AI system. Not only that, but it is a Games Workshop game. The result is a wild amount of randomness. At its best, it adds a lot of charm. At its worst, you can have an evening ruined by one bad roll.
Also, WHQ takes the action out of the dungeon through some dice rolling on tables (there's lots of tables in this game). You try to get though mishaps in the wilderness and make it back to a town to resupply, train, or just have fun at a location like the tavern. One of my game groups treated this like a chore to be put off, but another group had lots of fun with it.
I'd say the expense of WHQ is an important factor in your decision. You could save A LOT of cash if you proxy figures and find the files for your own print-and-play version. Of course, if you really like it, it could pay off. Oh, one more thing. Set up takes a bit of time, but clean up took a lot of time.
I have only played a few games of the Castle Ravenloft Dungeons and Dragons Boardgame, but it plays similarly. The rules are light, the AI is better, and it's fun, but the over-reaching scope of a campaign isn't there. It's a clean, tight game that is more of a tactical, cooperative boardgame with a dungeon crawl theme for a skin. Basically, you start out strong, get worn down, and try to eek out a win before you die. It gets a little samey, but if you immerse yourself in the theme than that isn't much of a problem. The final encounter is the big deal. Legend of Drizzt improved upon it and is considered the best, so I'd say it's a real value under $50 online.
I haven't played AHQ in ages, and then only the first adventure in the book. Can't offer much to comment other than too many tables and randomness. There was a lot more detail, though.
I'd reccommend checking out Descent second edition
here. Tom Vasel made a good video review. Play time comes in at about 1 1/2 hours, it plays with campaign mode, and it addresses most of the complaints from those unsatisfied with the original Descent.