Hmm. I haven't got anything particularly useful to say, but here's my opinion anyway.
I haven't read any of these books, and I certainly won't read Tanith Lee's, but that's just me massively angsting there. On the other hand, "One of Our Conquerors" sounds like the most interesting to me. I think I could like it even though it's not in my fav category.
"Dust" seems to have an intersting setting, but the things you found irritating there do sound somewhat annoying, though I think it depends on how obvious they are (I don't know any details there, since I've skipped the spoiler parts in the comments). I haven't had all that great experiences with F/SF hybrids, so I'm a bit sceptical.
About "Magic or Madness"... well, I don't know. Not the sort of book I would read, really.