What kind of alien works better will depend of what do you need for your story.
If you don`t have a story yet, just have fun inventing stuff. One trick to make a character "alien" is by changing the way things work for them.
For example, their biological needs, or they social dynamics may work differently. If they can regenerate one minute after dying, for them murder may not be considered a serious crime.
They may lack some human concepts, like romance, (maybe they reproduce through mitosis)
They may need other conditions to live. Maybe they are more sensitive to cold, so they need a hotter planet, so for them global warming may be a good thing and be confused why humans are concerned with that.
Even their fashion may be diferent. Masculine clothes may be considered feminine for them or the other way around. Even they may not wear clothes at all
They may be a one sex species, or one that relies on more than two sexes to reproduce. Or reproduce independently. Even some species may not reproduce.
How is their culture?, do they have a culture at all?
How harsh or favorable are the conditions in their planet?, this may shape their culture.
What are their values?, do they have different values than human beings?,
Some of these questions may help you, some don`t. It will depends of the focus of your story and what you want to do with them.