I disagree. The first 3 games lacked structure, you just had a list of tasks to do and were given a time limit to do them. The introduction of free-roaming in THPS4 was the best thing that could have possibly happened to the franchise.
I think the time limits kept the games simple and added structure, but I'm OK with free-roaming. Let me break down my experiences with the later Tony Hawk games. Oh and I like TFC and TF2 about the same - I think they're both good games.
In Tony Hawk's Pro Skater 4 you got to fly jetpack, jump 200 metres in a shopping kart, listen to instructions and got to know all the stars... in other do words less skateboarding. I found it very frustrating. The only positive I can say about the game is that the soundtrack was an improvement from earlier games.
I haven't played Underground enough to give it a fair judgement. I played a few maps in the GBA version and it was fun, so I should probably give it another chance. I've only tried the PC version once.
One thing I really don't like about - and what made me stop playing - Underground 2 is that many of the missions are focused on committing as many crimes as possible and being an annoying bastard. "World Destruction Tour"!? Then there's the mechanical bull...
Down Hill Jam for GBA - just looking at it makes you want to hide under a bed for days, playing it makes you want to hide for weeks.
Super Smash Bros Brawl - One of my favorite games. It was awesome to begin with, and it can only get better.
I've only played the first game and it's one of my favourite games. I should really get a Wii so I can play the other games in the series and so I can play Epic Mickey when it comes out.
I'm probably the only active member of TWHL that don't like HL2, Ep1, Ep2 or Portal and isn't very excited about their sequels.