I believe only the first two are out at the moment, but definitely watch the first one first. It's got a surprising amount of depth, with a girl with Shinigami powers who by all records has no name and doesn't/shouldn't exist. The second one is about Hitsugaya and a secret of his past, which Ichigo and co. of course get tangled up in. Any order is fine though, since you're in the Hueco Mundo arc now.
Oh, been meaning to tell you, finished up Utena a few days ago and I'm still confused about it, even though I really did love the story. Pretty surprised that I started sympathizing with Nanami by the end and I ended up not hating Anthy either (although I still think Akio is a creeper, I was half expecting him to pop up in Star Driver when Hana said that line about hearing the sound of the world ). I'm planning on making a huuuuuge comparison post between it and Star Driver once SD finishes up and that's going to be loads of fun to do. XD