I don't have any formal way to compare penalized LOD scores.
If the two models are "nested", the differences in LOD scores without the penalties would be meaningful.
"...is actually the best one" depends on the meaning of the term "best". If you're seeking the model with maximum penalized LOD score, which is the goal for stepwiseqtl(), then the penalized LOD scores themselves tell you which one is "better". If you're thinking of "best" as "closest to the truth" or "contains as many true QTL as possible, with as few extraneous terms", well that's not knowable.
karl