It's worth noting that when the Horus Heresy series was conceived, they did not envisage a 54 book series, with a supplementary multi book Siege of Terra series. So the first three books seem really rushed, and Horus' downfall was super truncated. Then the series opens up with many books about different features of the heresy and it turns out there's plenty of things to talk about.

Having read about 75% of the HH books, I would recommend the books detailing the Word Bearers, The First Heretic, Know No Fear, and Betrayer. The stories around the White Scars are supposed to be good (Scars and The Path of Heaven). The duo of A Thousand Sons and Prospero Burns is pretty much essential to understand the underlying issues of the heresy. The Master of Mankind is a direct look into the Emperor's plans.

While the Siege series has it's ups and downs (why does Gav Thorpe write???) it overall has been an awesome ride. I just finished book 1 of The End and the Death which is the first of the two part finale (with book 2 yet to be released) and I really enjoyed it.