My opinion is that Mage Knight is best as a 2-player game, and second best as a solitaire game. But this doesn't answer the OP's question . . .
Since 4-player games take longer, I recommend the shorter scenarios: Mines Liberation and Druid Nights. Both of these are 4 round scenarios. Also, both scenarios provide additional opportunities for fame (in the mines, or monsters summoned from marking the magical glades), so players are less likely to run out of monsters to fight.
Conquer and Hold is a very interesting scenario, with 2 teams of 2 heroes each fighting for keeps and mage towers. This scenario is very different from all the others.
In PBF 11, I am running a variant on the One to Return scenario. There are 2 teams of 2 players each, but teams were not chosen until the beginning of round 4. My idea was to encourage the players to focus on building up the power of their heroes for the first 3 rounds, and save the PvP for round 4. The game isn't over yet, but this variant seems promising so far.
Since 4-player games take longer, I recommend the shorter scenarios: Mines Liberation and Druid Nights. Both of these are 4 round scenarios. Also, both scenarios provide additional opportunities for fame (in the mines, or monsters summoned from marking the magical glades), so players are less likely to run out of monsters to fight.
Conquer and Hold is a very interesting scenario, with 2 teams of 2 heroes each fighting for keeps and mage towers. This scenario is very different from all the others.
In PBF 11, I am running a variant on the One to Return scenario. There are 2 teams of 2 players each, but teams were not chosen until the beginning of round 4. My idea was to encourage the players to focus on building up the power of their heroes for the first 3 rounds, and save the PvP for round 4. The game isn't over yet, but this variant seems promising so far.