I've seen all four of these shows and the only one that runs through with no break is Slave Play (we sat in center orchestra row D for this show and found the seats a bit hard on the nether regions by the end). I'd rank your choices in the following order:
The Inheritance - This is obviously a long show, but we found it to be very engaging and it's broken up regularly.
Tina: The Tina Turner Musical - Highly entertaining and includes an intermission.
Slave Play - Provocative, but no break.
Moulin Rouge! - Includes an intermission, but the show felt like pure fluff, we didn't care about any of the characters, and we didn't feel it was worth the price of admission in the end.
==> this board is a nest of vipers <==
"Michael Riedel...The Perez Hilton of the New York Theatre scene"
- Craig Hepworth, What's On Stage