All of those heroes (basically like all heroes in Dota) are fun in their own way. Lina and Sand King are both high-impact supports and can get a lot done in the early game, which is why they are generally more fun than say, a Crystal Maiden or Disruptor for a lot of people. Lina can blow single targets up instantly with her combo and Sand King can basically single-handedly win teamfights, especially once his blink dagger is online. Once you learn the shift-blink Sand King ultimate, you can really make a massive impact on the outcome of games.
Nature's Prophet can be boring if you play him as a pure farming jungle hero, which most seem to. You can take lots of different paths with the hero though. Midas is generally a good idea, especially if they have a late game carry to worry about, but you don't have to follow the standard shadowblade into DPS build. You can rush a mek and support your team early, you can get a dagon and play an early ganking role, but most importantly, don't just afk farm and leave your teammates to 4v5 for the whole early game. The best way I've found to play him is to save your ultimate in the early-mid game for teamfights or ganks and try and maintain a global presence as early as possible. You can show up to mid and help push the tower if the enemy mid is ganking, or support mid or another lane if they are struggling, you can really get a lot accomplished if you just come out of the jungle every once in a while; makes for a more effective teammate and a much more fun game for you as well.