Of the vehicles listed I have owned a 1996 LX450 without locker, 1996 LX450 with lockers, 2008 Jeep Rubicon JK, 2000 Montero and 2003 Mercedes G500. All of these vehicles have there trade-offs.
The Rubicon was the best rock crawler of the bunch because it had the disconnecting sway bar, 4:1 low range and lockers. Unfortunately it had a crappy engine and Chrysler build quality. That thing was in the shop more than it was on the road. So frustrating. It left a sour taste in my mouth. Fuel mileage was 14mpg but I had over sized tires. As they say, the best Jeeps are built, not bought. I hope this is true cause the one I bought fell apart.
The LX450 required the most mods to make it serviceable off-road. It needs a small lift or the spare tire needs to be relocated. I don't think it is common but both of my LX450's had tranny issues that needed to be addressed. I had to rebuild the front axles which is a common issue and will set you back $800. It also needs cup holders. The lockers really helped offroad, but it was way under powered. I think the supercharger upgrade would help, but I couldn't afford on at the time. Despite all this they are great vehicles with great aftermarket support. My major complaints about the LX450 is it drives bigger than it is, it is under powered and MPG's. It seemed no matter where or how I drove it I always got 12-13 out of both of my LX450's. Eventually I had to sell it and get a Jetta TDI because I was paying $800 per month in fuel for the dumb thing.
The Montero really surprised me. I know the Monty guys talked them up and I thought they could never live up to all the hype, but it was better than advertised. In the rocks it was average, but for overlanding it was amazing. At high speed it is unbeatable. I have never seen such a tough IFS in a vehicle. You would think adding 35's would cause stress to the front end, but I have never heard of a front end breaking with 35" tires on a Montero. Many members will run 40" tires with out any issues. Logic would say, that's impossible, but it defies logic. The major downside is not the vehicle itself because it is so well thought out. The major downside is the the lack of aftermarket support. With my RTT on I have seen up to 24mpg on the open road and constantly averaged 20mpg. While you may not get 24 loaded down with expo gear, there is a member on the forum who consistently gets 22mpg with expo gear and and RTT.
The G500, well what else is there to say. It does everything well. It's one of the only vehicles on this list that is military grade. The build quality is unmatched because it is made by hand. In stock form with street tires my G500 out performed my buddies RHD FJ80 Turbo Diesel with lockers. This shocked both of us. While his FJ80 squeaked and rattled it way through the trail, the G500 did in style with out one squeak in a whole day of offroading. The FJ80 just did not look at home on the rocks at times because it drives like a tank. It was also more clumsy because it was not as nimble. Other things I really liked about the G500 are the ability to control the lockers individually in 4 high or 4 lo. I love the short over hangs and the view from the drivers position is as good as I have ever experienced. On the down side the steering is heavy, but tight. Despite it's brick shape it is very quite and gets decent MPG's. I have seen up to 19.7mpg on the open road and average 16mpg. Most owners average 13-14mpg.
Of these vehicles I have owned I would place them in this order:
1. Mercedes G500 (It has so much more to offer than the others on this list in the way of power, comfort and build strength, Just crawl under a G500 and you will say, this is the most overbuilt vehicle I have ever seen. The frame is huge and all the vitals are amazing tucked out of harms way. In stock form it is as close to perfection as any manufacturer has ever come)
2. Montero 2.5 (it is a real sleeper, it is so well thought out in every way, all the seats even fold down into a bed and a 6'8" can sit in the second row in comfort, it has also proved itself time and again by winning the Dakar 12 times, most of those in stock form)
3. LX450 with Lockers (these are great vehicles, it just happens that the Monty and the G500 are more well thought out and have stronger components. Yes the Montero IFS is stronger than the solid axle in the LX450, if it had an additional 100hp it would be higher on the list)
4. Jeep JK Rubicon (I really respect what Jeep is doing by staying true to the original Jeep, but the build quality needs to improve)
At the end of the day, the owner of any of these vehicle should be very happy. They are some of the best vehicles ever built for overlanding.