Hi
Ardor3D is used for professionnal scientifical applications, the NASA uses it and it supports JOGL (even JOGL 2.0 with my renderer). It is the best solution in my humble opinion.
JMonkeyEngine 3 does not support JOGL anymore and you need to use my own renderer if you give a try to JMonkeyEngine 2.
VSG OpenInventor is really crappy even though it contains some interesting features in geosciences. Its API has become more and more complicated to use and its Java API is a second class citizen compared to its C/C++ version. Even the C#/.NET binding is better maintained.
Coin3D is nice but even its documentation is proprietary. The aim is not to provide an open source product on the long term.
I don't understand why you're reluctant to choose Ardor3D whereas it is the scenegraph with the best support of JOGL. Best regards.