Most definitely skip Blue Dragon. Huge dissapointment for me.
Eternal Sonata is a much better choice than BD. Although its a bit shorter.
LO is very good. It has the right formula, and the skill learning system is fantastic! I'm on the 4th disc and really like. It has good characters, great voice acting, an decent story, and good pacing. This game also has many flaws (stutter and slowdown at the beginning of every battle, strange plot holes, etc.) though that keep it from touching any of the above games.
I'd reccommend LO as a must buy for RPG lovers and ES as a buy.