Sartorial is the only one I have right now. Endymion is really nice and I wish I still had it. None are really worth the price. They should really be priced like YSL scents, IMHO. My wife loves Artemesia for herself, but I don't like it.
Opus 1870- simple yet very commanding
Elixir- brisk AND warm
Edymion- Contemporary yet reserved
Sartorial- Lords/Douro's city cousin
Esprit Du Roi- Wow! wood and leather
Eau Sans Pareil- Opus 1870's sophisticated, evening cousin
As with many fragrance houses, some of Penhaligon's can be very polarising and really need to be sampled. English Fern, for example, is likely to be liked by anyone who likes a classic fougere, and if that's you then you're probably relatively safe to buy it. But Hammam Bouquet is very divisive - many love it, but I find it quite repulsive.
My favourite of the Penhaligon's I have tried is Sartorial, which I think is one of the very best fragrances I have tried - it's the only one I have bought a bottle of so far.
My second favourite is Endymion, but it has poor longevity on me.