Are you referring to two classes at the same place? If so, they probably have it set up that way so that you can do exacrtly that! If it's two different places, it wouldnt be rude to cross train, but being consistently late will probably start annoying them.
Lineage is nice, but in reality not that important. If a person is focusing too much on his lineage and not enough on what he can do, that might be an issue. If an instructor is hidign his lineage, that also might be an issue. Otherwise it doesn't really matter.
You absolutely do want a place that rolls. That's a large portion of Judo, and the schools that neglect it are neglecting a part of the curriculum. Definitely a big plus. (Plus, rolling is hella fun)
The answer you will probably hear is that grappling is the better workout. However, I don't necessarily think thats true. They both work out different muscle groups, and when you start with grappling you will be using a lot of energy to make up for your lack of technique, so you will be exhausted from about 15 seconds in. And a lot of striking places will ignore cardio because 'it isn't as important as technique'. However, if the kickboxing place goes hard on the cardio (even just making you do multiple 3 minute rounds in a row), and the judo/bjj place has you doing randori or rolling fairly often, then both will get you a pretty good workout.
Out of curiosity, which are the 3 schools you've narrowed it down to?