Ugh CEH is the worse option. I have it and that is scam certification IMO. It is like over $1000 to take a test that is multiple choice and extremely easy.
CISSP - Great, but you have to commit a good amount of time and brainpower to it. I have it and it was pain in the ass, but well worth it.
CISM - Weighed the same as CISSP by DoD DIrective 8570, but an easier test.
Security + - Used to be a basic watered down security cert like Scott said, but recently was made much tougher and is more well respected now
If I wanted the most value and was willing to do the work I would do CISSP.
If I wanted a good amount of value and wanted an easier test, I would do CISM
If I wanted to learn something and build a good base, I would do Security +