I think Legion was the last of the Heresy ones I read
went on to read an omnibus of later stories. Not so good.

I caned it through the first 9 or so heresy books in a couple of weeks. Surprisingly good stuff, although Thousand Sons dragged a bit.
( Vipros. clever got me this far, then tricky got me in, Fri 13 May 2011, 11:41, 1 reply)

I thought Thousand Sons was a lot better than Prospero Burns
But they're all surprisingly good - it's been ages since anything really captured my imagination like this...except one of my mates lent me a Ciaphas Cain novel the other week and I might have to track down a few more of those too :/
( emvee cruor deo cruoris, Fri 13 May 2011, 11:57, closed)

I haven't read Prospero Burns
I skipped a couple because the reviews on Amazon were dreadful.

I was taken aback by how much I enjoyed them. I did have to say to several people that I didn't play the games, was just reading some of the books though.
( Vipros. clever got me this far, then tricky got me in, Fri 13 May 2011, 12:12, closed)

I was just getting back into gaming, well, painting at the moment in preparation for gaming
and picked up Thousand Sons on a whim

about ten books later I think I may be hooked :/
( emvee cruor deo cruoris, Fri 13 May 2011, 12:29, closed)

I found Horus Rising on a market book stall
and thought "I'll give that a go" the rest of the story unfolded much the same as yours
( Vipros. clever got me this far, then tricky got me in, Fri 13 May 2011, 12:41, closed)