Personally, I prefer Shanty Town over Village most of the time, and I open with it a lot of times. It is so good when you open with it because the majority of time its a la for $3 and then if you play it and get actions afterwards, it also acts as a village. Shanty Town took me a while to figure out, but the key is simply to not get too many of them (usually). Village offers no benefit except adding +Action. Usually, other villages will be on the board.
As far as Walled Village over Procession. There are a lot of games, I don't need it. Sometimes, keeping the actions is more important than throning them and maybe getting something that costs $1 more. There are situations where Procession is really good. But, you are more likely to have a use for Walled Village over Procession. However, I would put Walled Villages useful pretty much on the same level as vanilla village. Also, not many people own Walled Village. It is the least owned promo among players. The sample size is very small for that card. I know some games, people might buy it because they never played with it before.
Also, Governor is towards the top, but if you see the sample size, it is more limited due to being harder to get as a promo that you can't pay cash for.