Based on my experience, 7-8 years ago,
- state game lodge, in the main building, small rooms, nice restaurant, motel rooms like motel rooms;
- legion lake, very nice cabins , no A/C but at the period I think no problem, large rooms, nice restaurant.
And the lake for morning or evening walks...
In my opinion, State game lodge lessa ttractive if motel rooms and less "value" if main building...
Sylvan lake is nice, but less central.
Blue Bell, no opinion.
Erik
PS : I've made a trip report of our SD vacation.

We stayed at the State Game Lodge and it had no A/C this was a few years back so that might of changed. It was too hot so we moved to the motel rooms and the above poster is correct just plain motel rooms but they had A/C! We liked the restaurant at State Game.
We also had breakfast at Sylvan Lake outside on the patio and enjoyed the views. I don't know what the rooms were like but the location, view wise is very nice

Which road do I want to take(for scenic views/tunnels etc) headed to Rushmore from Custer? Iron Mountain or Needles?

We aren't that picky about lodging. Have stayed at most of the western national parks lodges. These all appear similar. Sylvan Lake and Legion Lake do seem nice to be near a lake.

I will drive by iron road from Custer park to Mount Rushmore and keep Needles for a day in the park.
You can have a lot of "combos" with also drive by Wind Cave,...
Sometimes, we "loose" us but never been disappointed by the roads we have to drive going "back" to the right road...
I find those places "undergraded"-effectively it's not so impressive than Yellowstone or so wild than Glacier park, but this is less crowded and effectively there are lot to see : Badlands is not to be missed, but also Spearfish canyon, Mammoth site in Hot Springs, Rapid City itself(Journey museum is a must, but also Prairie Edge-an indian specialised store.
There are also some nice easy hikes to do both in Custer park and also in Wind Cave.
Crazy Horse memorial could be disappointing by itself because you cannot approach really but the indian museum here is one of the best we've seen in the US.
Erik