<p>I want to get an overview of files that are updated in TFS (that someone else checked in) that I don't have the latest version for.</p>

if they checked them in as part of a single changeset then you can find them that way.
(right click file in solution explorer, view history, double-click on the relevant changeset and you'll see all the related files for that checkin)
Is your question about finding this info via the TFS API via the website, or via the visual studio interface?