All of those assemblies are R28-ish whole-wall give or take, depending on actual framing fraction, which isn't bad. Insulating the service chase stud bays takes it up to R34-ish, and probably worth it.
With the 2x6 assembly you have sufficient exterior R to use latex paint on wallboard as the interior side vapor retarder, but since you're going to need something between the structural studs and service chase, MemBrain would be a good choice. Air-tight half-inch OSB on the interior side of the structural studs would also work there. OSB is a "smart" vapor retarder, and it would allow you to skip the cut-in bracing. It runs about 1-perm or a bit less when dry, but hits 5 perms or so when the moisture content is high- similar in character to #15 felt. It's more expensive, but also more rugged, harder to puncture or tear than MemBrain (which is only 2-mils thick nylon, which is fairly stretchy, and won't hold back dense-pack very well on it's own.) A mid-layer OSB air barrier/vapor retarder is an approach taken in many PassiveHouse wall designs.
Without wood sheathing on the cold side of the assmbly to worry about the relative advantage of cellulose is small- neither fiber insulation nor EPS is affected by modest and temporary condensation events. Done correctly, using high density rock wool batts (R30 in the 2x8 or R23 in the 2x6) would give you another R1-ish boost in whole-wall performance over cellulose, and is likely to cost less.
Caulking the framing to the EPS at every stud bay will be worth it (more so with rock wool or wet-sprayed cellulose than with dense pack).
Insulating the 2x3 service stud wall with split /compressed batts bringing it up to R34-ish whole-wall performance yields about a 20% reduction in wall losses, which is right in the financial sweet zone. BSC's BA-1005 guesstimate is that in most zone 6 locations R35-ish whole-wall wall assemblies are still financially rational on long-term energy cost savings, if you look at the zone-6 line in Table 2:
http://www.buildingscience.com/documents/bareports/ba-1005-building-america-high-r-value-high-performance-residential-buildings-all-climate-zones