If your religious I like the name Bradley Christian. Exspecially since he will be born right before Christmas. Also, for Joseph (which I also love) how about Joseph Brian, Joseph Owen/ Bradly Owen, or Joseph Brent.
Of the names you gave, the following are the ones that I think go together the best (in order)
1. Bradley Owen
2. Bradley James
3. Joseph Anthony
4. Bradley Charles
I also like the name Oscar, but as a first name. One of my grandfathers' names was Oscar Cassius. I think this would sound wonderful with Smith!
Because it's near Christmas, you could also use the name Noel (for a boy it's pronounced like a knoll). This name would sound great with either first name but I think better with Joseph.
just a thought... but do you really want a brad smith or a Joe smith.... there will be a million people on earth with his same name. Being you have such a common last name maybe consider making the first name a little more unique...doesn't have to be crazy but something that will give him a little uniqueness of his own.