They've never completely struck out for me, but Head First is their weakest by a big margin. It's not even truly bad, just bad for them. Their usual standard of aesthetics/worldbuilding is missing to the point it feels like a cash grab or contract fulfillment. (And judging by their lack of enthusiasm for it now, I wonder if that's what it actually was.)
Tales of Us might not be everyone's cup musically, but it had a lot of care put into it including a complete series of short films. I feel lucky that I was able to see them in a cinema when they were new; I remember they were hard to access for a while which could have contributed to that campaign feeling remote/disconnected for a lot of fans.