Definitely go with "Cold Fire". It came out between "The Bad Place" and "Dragon Tears" and is very similar in style and story. It's also one of my own favorites. "BTLOTM" is another favorite, so read that one next. I'd like to imagine Koontz writing a sequel to both "Cold Fire" and "BTLOTM", in which the heroes of both meet up. You'll understand after you've read them.
Then move on to "The Face". This one and "BTLOTM" were published a couple of years before "Velocity", so they are somewhat similar in style like that one yet not quite. "Velocity" is a more of a straight forward, high concept thriller, while the other two have a bit of the supernatural in them.
I've never really liked "Midnight", perhaps because I read it after "Fear Nothing" and "Seize the Night" and felt it was too similar to those. But I know many people love it, so definitely give it a go, eventually.
"There's a difference between knowing you are, and simply being."
Last read: "Hades" by Mark Z. Danielewski
Now reading: "Dr Jekyll and Mr Hyde" by Robert Louis Stevenson (0%)
Next up: "Crimson Death" by Laurell K. Hamilton