But you have to remember expectations as each book is in the same world but written in a different style:
The Hobbit is a kids book. There are many juvenile passages which really doesn't hold up next to LOTR in style or content. The hobbit never really takes itself seriously.
LOTR is the de-facto standard for a high fantasy adventure. It is quite the opposite of the Hobbit and takes itself seriously at every turn. Many fans of LOTR want the other works of Tolkien to be in this genre, but they aren't.
Silmarillion is essentially a back-history, I haven't read it all yet so I can't comment. I don't expect it to be much different than the Appendix to ROTK.
Children of Hurin is written as a classic tragedy. If you love stories like McBeth, you'll love this one. It's also a bit of a slog to get through at the beginning as Tolkien sets the stage, but once the story gets going it's much more dark than the high fantasy of LOTR, the subject matter and style allowing it to be an entirely different sort of novel. Quite honestly, it might be my favorite. But it's not for everyone.