I just finished running the Scales of War path. I loved it and my players loved it. I agree that the heroic tier is very disjointed. And yeah the roleplaying is left up to you, but it is not too hard to set up IMO. Overlook is an awesome city and there's nothing stopping your PCs from exploring it and interacting with the people there.
My group also loved Rufus the necromancer. I had him give some of my PCs some of the body alterations from Open Grave (specifically the skeletal burning hands that shoot mini-fireballs).
Things you can do to make it seem more like a connected story:
- Foreshadow the connection between general zithiruun and Sarshan in Umbraforge
- Foreshadow the githzerai at Akma'ad (from Haven of bitter glass) in Den of the destroyer
- Connect the elemental rift (in lost mines of karak) to.. something! Maybe the keening delve (which comes into play wayyyy down the road, in Test of Fire).
- Create an actual reason for Cachlain to want the incunabulum primeval in the mountainroot temple (Cachlain is featured in the Stone-Skinned King).
- Create a gimmick for the weapons Sarshan is selling. They're made of blood chaos ore, i believe. So whenever you have bad guys who Sarshan has sold weapons to, give them blood chaos weapons and give them an extra kewl power.
- Also, when the pcs meet the "old man with canaries" in Lost Mines, you might want to have him do something that connects more with later on. Maybe have him hand one of the PCs one of the canaries as a one use item (the canary item is also given to the PCs in the final adventure - it turns into a gold dragon. You could give the PCs this item as something to use when they're in really big trouble. Or just because it would be cool to have a pc riding a gold dragon fighting zithiruun, who rides an undead dragon in the final fight of heroic tier).
As for which adventures are the best.... IMO:
Bordrins Watch: Just awesome encounters all the way through. The Nexus is one of the best encounters in 4e.
Beyond the Mottled Tower: There's a lot of really cool stuff in here. There's a fight with two green dragons, there's a fight on floating earthbergs in a sea of lava, and of course there's the epic showdown with Sarshan.
Haven of the Bitter Glass: Airship fights with githyanki riding red dragons, ferreting out the githyanki spy, the first "roleplaying encounter", great adventure. Probably the best 4e adventure out there.
Tyranny of Souls: This one is just incredible. You lead a revolution against the githyanki emporer!
Legacy of Io: This one has a couple problems, but overall it is a hell of a lot of fun. Hestavar is a really cool city. And the final fight(s) in this are really fun.
Last Breath of the Dragon Queen: A dungeon full of dragons! And a fight with a god! You will have to tweak the encounters, but it will be worth it.