The unique linear density of state around the Dirac points for the honeycomb lattice brings much novel features in strongly correlated models. Here we study the ground-state phase diagram of the Kondo lattice model on the honeycomb lattice at half-filling by using an extended mean-field theory. By treating magnetic interaction and Kondo screening on an equal footing, it is found that besides a trivial discontinuous first-order quantum phase transition between well-defined Kondo insulator and antiferromagnetic insulating state, there can exist a wide coexistence region with both Kondo screening and antiferromagnetic orders in the intermediate coupling regime. In addition, the stability of Kondo insulator requires a minimum strength of the Kondo coupling. These features are attributed to the linear density of state, which are absent in the square lattice. Furthermore, fluctuation effect beyond the mean-field decoupling is analyzed and the corresponding antiferromagnetic spin-density-wave transition falls into the O(3) universal class. Comparatively, we also discuss the Kondo necklace and the Kane-Mele-Kondo (KMK) lattice models on the same lattice. Interestingly, it is found that the topological insulating state is unstable to the usual antiferromagnetic ordered states at half-filling for the KMK model. The present work may be helpful for further studies on the interplay between conduction electrons and the densely localized spins on the honeycomb lattice. ; Comment: pages, 7 figure,manuscript is heavily expanded