Which one should I use? Please reply!
Lucario's additional Steel typing grants it some vulnerability to fire, which you only seem to have one solution for, ground, which you have two Pokemon immune to, and Fighting, which Sigiliyph has every answer for. It also grants a lot of resistances, and could be more balanced given its dual-typing (it's a good thing to have a couple extra dual-types). Conkeldurr really doesn't have many resistances.
Conkeldurr has better ATK, DEF, and HP, but Lucario has huge advantages in SP. ATK and SPD - Lucario can easily be a handy mixed sweeper, which is great for in-game when you're not EV training. Conkeldurr has a limited movepool, however, and you'll likely be stuck with Bulk Up + One Fighting Attack + One Rock Attack + Strength. In-game, that's not a big deal. Lucario, however, can be turned into whatever you'd like, and I really can't offer decent movepool suggestions because of how versatile he is.
In the end, it's up to you: Do you want a brute-force tank or a mixed, dual-type tactical sweeper with a wealth of resistances? Based on your other selections, you already have a decent mix, and I really see either fitting in well.