I know this has already been answered a lot, but I'd like to give my two cents. During my first read-through of the books, I waited until after BoM to read SH, and I was very glad I waited. There are some BoM moments that would have been utterly spoiled if I had read SH first. I am, however, doing a reread of the Mistborn books right now (SO AMAZING!!), and I finished Era 1 just a couple of days ago. I decided to pick up SH, so things would be fresh in my mind, and I was not disappointed. So, either way works, but I recommend BoM first, then SH.
The exact same thing happened to me! Absolutely no recollection whatsoever of this event. It was nice to be surprised, even though the actual event was rather unpleasant for the characters...