Listened through a couple of times now, but this is still very much "first thoughts" from me - I'll need to have listened to it quite a lot for a more settled opinion.
There's that album review cliche that basically says "If you're a fan you'll like this, if you're not a fan you won't", but it kind of applies here. People that complained ad nauseam about Paradise Lost and Iconoclast likely won't find anything significantly different here (they suddenly started sounding like pre-Odyssey Symphony X). I think there is more variety than on Iconoclast and also more of Russell Allen's "clean" singing (which were the two criticisms of Iconoclast I really sympathised with), but the overall production sound and Russell Allen's singing is still very much in line with the past two albums, I would say. If you like anything from PL and Iconoclast then there will definitely be lots to enjoy from Underworld, but if you're hoping for TDWOT part 2 then you'll be disappointed.
Personally I love PL and Iconoclast, I put them on a similar tier to V and The Odyssey as my favourite Symphony X albums, and my overall impression of this album is that it is similarly strong. My main issue is that for me, my appreciation of Symphony X is very dependent on their few very best songs (which, yes, are typically the more "epic" ones). For example I can take or leave a lot of the lesser songs on TDWOT and The Odyssey, but the epic title tracks of those albums more than make up for that. On my first couple of listens, although basically all of the songs on Underworld sound good, I'm not sure if there is an individual song that sounds like a real Symphony X great (the way When All Is Lost was on Iconoclast, which made up for the fact that a lot of the album, though solid, was quite samey). It might just take a bit of time for me to put any song on that level though. For the individual songs:
Overture - Classic Symphony X opening similar to Oculus Ex Inferni. On first listen this sounded great and got me really pumped up for the album, but honestly I tend not to revisit these intro tracks that much. It had a great segue into Nevermore.
Nevermore - I was really impressed with this as a single - quite a standard Symphony X single, but the riff and verses are very energetic, I love the vocals of the pre-chorus and chorus and it has a great solo section. I listened to this one a lot in the past couple of months even though I try not to over-listen to singles.
Underworld - This one was very dark, very heavy in parts but with lots of keyboards. It has the feel of an epic although it's only 5 minutes or so long.
Without You - Most people have probably heard this one already. I like this one, it does add quite a bit of variety to the start of the album and the great instrumental stuff elevate it beyond a simple ballad, though it's not quite an epic Accolade status.
Kiss Of Fire - This one could fit on Paradise Lost imo, very fast and heavy from the start punctuated by choir vocals. The chorus is quite unique, based around the same fast riff and choir vocals. Good outro with a bit more orchestral and choir.
Charon - Begins with an Iconoclast-sounding riff, but overall this one was pretty reminiscent of classic Symphony X of V or TDWOT, with an eastern kind of sound. It has a great outro solo section - I wonder if it might have been better in the middle of the song, since the solo section was pretty much balls to the wall stuff, but it has space enough at the end of the song I suppose.
To Hell In Back - This is a bit of an epic, but a purely rock / metal kind of epic rather than a more symphonic one. It's a good song but a slight disappointment for me on first listen just because of the song length tag it carried and the fact that my favourite song from every Symphony X album is either the longest or second longest. Big melodic intro, solid verse and a big chorus, a melodic solo and a soft vocal part, then a completely new section with a fast and heavy verse riff and its own big chorus, which is pretty catchy. I think this is one of the best songs on the album, it is just quite different to what I expected.
In My Darkest Hour - Not a huge amount to say about this one, a solid song on first listen though.
Run With The Devil - Not too sure about this one - the vocals in the verse sound very different, I find it hard to believe it's Russell. I don't know if they're bad necessarily, it is just weird, and it kind of distracts me from the song. It's certainly unique and energetic, not one of my favourites on first couple of listens though.
Swansong - This one was great, quite classic Symphony X, and the middle of the song especially is one of the best parts. The chorus didn't really stand out to me though, and it is a pretty key part for a song like this. If the chorus clicks for me then I think it has potential to be one of my favourites.
Legend - I loved this song from the first listen. I think it may be the real epic from the album, despite it's somewhat modest runtime. Blistering progressive sounding stuff throughout. The vocals in the verse sound a bit like 80s metal to me, which generally is not my thing, but it is good here. The chorus is pretty different, and it feels like there's quite a lot of changes in this song. There's a vocal motif in the middle of the song and at the end that reminds me of The Accolade - it is not a stripped down section like what was done in that song and When All Is Lost though, just the vocals. This was a really solid end to the album, and is probably my favourite song on first listen.
Initial Standouts:
Legend
Swansong
To Hell And Back
Charon