I have used NSIS. I can't really comment on the others, however I think there are quite a few comments that help to make an objective decision (if you haven't already). The HMNSIS software is great for creating a simple installer for a simple application. It has a built in wizard and is good little IDE for NSIS.
I also agree that it is a fairly well documented, free software. However, like I said, due to the fact that I haven't needed anything else (because I like NSIS) I cannot compare.