I've found that out the hard way! Researching the Heralds was a misguided endeavor. But I was pretty clueless about them, and quite honestly, still feel that way based on where I'm at in the series.
As for favorite book, I would probably say TWoK. But I don't really think about the story in terms of books. I've been going through the story one book immediately after another. I didn't have to wait years for one to come out. But I imagine I will soon. I think about the story as it's milestones in the form of major events. But TWoK was my first experience with Sanderson. Going through it felt like nothing I've ever read before. Some of the concepts were hard to grasp or imagine. But I had fun trying. And I found Kaladin's and Dalinar's leadership to be terrific examples of competency porn. Shallan's development was even compelling for me.
I'm in Part 2 of Oathbringer now, and I feel like there's a lot left to go. Based on what I understand about the Heralds from my curious research, almost none has been revealed in the books at this point. So I feel like there's plenty of other stuff to reveal as well.