PBKDF2 makes it harder by using more ALU related functions to calculate the key. The problem is ALU's are rather easy to add to a chip, which means it is relatively easy to increase parallelism. ALU parallelism is I'm guessing what you are thinking of.
The others target other constraints, with varying degrees of success. Scrypt for example targets the connection between the CPU chip and DRAM. It doesn't use a lot of CPU time, but rather jumps in a very random way over a whole pile of memory. So adding ALU's doesn't help you crack scrypt. You have to increase memory bandwidth. How fast you can access memory is effectively limited by the numbers of pins you can put on a die, and the number of pins is far harder to increase that the number of ALU's.
So the answer is yes parallelism always helps, but if you chose the things that constrains you to stuff that is hard to add (like pins) adding that parallelism is hard.
The others target other constraints, with varying degrees of success. Scrypt for example targets the connection between the CPU chip and DRAM. It doesn't use a lot of CPU time, but rather jumps in a very random way over a whole pile of memory. So adding ALU's doesn't help you crack scrypt. You have to increase memory bandwidth. How fast you can access memory is effectively limited by the numbers of pins you can put on a die, and the number of pins is far harder to increase that the number of ALU's.
So the answer is yes parallelism always helps, but if you chose the things that constrains you to stuff that is hard to add (like pins) adding that parallelism is hard.