Some of them are reasonably balanced. Others are not so much so but they are all fun so far. Ideally you would play them twice; swapping sides with each player getting a chance of playing both perspectives.
I think you need to play them in a good spirit as I am not sure they are ruthlessly play tested. They are not so much points matched but the evil side often gets lots of re-enforcements or other advantages.
I have just painted up Azog and some Eagles ready for the next scenario (having just done Out of the Frying Pan last): Into the Fire (iirc) and am really looking forward to playing that one.
Pictures of Out of the Frying Pan
http://wargamesdiary.wordpress.com/lord-of-the-rings/out-of-the-frying-pan/