For the vast majority of people neither degree is worth the extra student loan debt. If your goal is to practice law the MBA will not give you an advantage because law firms are hiring you to be a business administrator (at least not straight out of law school). LL.Ms are rarely required and often not even preferred. In most cases an LL.M is a "soft factor" at best.
The exceptions are LL.Ms in Tax or Environmental/Natural Resources Law. For most students who are pondering a random LL.M, however, the expenditure will likely not result in increased earning potential. For those who don't believe me, scrool through the attorney profiles for any firm, large or small, and see how many non-tax/non-environmental LL.Ms you spot.
The SJD is a purely academic degree and would make sense if your goal was to become a professor. If your JD was from non-ABA or non-elite ABA schoolhowever, I think you'd probably have a tough time getting into one of the better recognized SJD programs. Academic jobs are extremely competitive, and even small, local law schools often hire people with pretty impressive resumes.
Bottom line: for most jobs the JD is sufficient, and an MBA/LL.M/SJD will not really help.