I use Fail2Ban on my system and have found it to work pretty well. From what I can see from the DenyHosts page, Fail2Ban would seem to duplicate it, but provide much broader functionality (it tracks failed logins for mail, web, etc., not just SSH).
From what I can see, I wouldn't install both Denyhosts and Fail2ban. I don't see that mod_evasive would conflict with either of those, but I don't have any experience with it.