I'd steer clear of the insignia as it isn't a very good deal and is more of a budget brand which means cheaper parts and minimal support.
The lg lv4400 had some serious problems if i remember corectly (It would die within the first few weeks for alot of people) and it isn't all that good of a deal so why take a chance.
Lg and insignia tv's tend to have poorer contrast ratios as well while making up for it with good color (that applies to both the lg plasma and lcd).
Out of the 3 remaining lcds i would probably pick the sony but it would be a close call.
The sony has the deepest black levels and therefore the best contrast ratio but they are all very close and very good for lcds.
Contrast ratios: ln40d550 5500:1 e210u 5800:1 bx420 7500:1
Black Level: ln40d550 0.06 e210u 0.08 bx420 0.04
The toshiba 40e210u is reviewed to have the best viewing angles of the three, as well as a very bright screen but the speakers are apparently terrible, i couldn't find anything on the e220u but it will likely perform similarly.
The samsung has the best uniformity but as with most lcds there is slight clouding on all three lcds on a black screen.
Samsung also focuses on dynamic contrast so when there is light and dark areas on the screen dark areas won't be as dark as on the toshiba or sony.
They all have decent color performance for the price range and this is where the plasma really shines, I'm curious why you don't have more plasmas on your list?, competing plasmas from samsung or panasonic offer much deeper blacks than the lg for very good contrast ratios with the better uniformity and viewing angles inherent to plasmas.
If your set on lcds though i would definetly recommend the sony, with the toshiba e210u as a close second. The final judge is you though whatever looks best to your eyes is the one you should get