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Battle for the Abyss doesn't really have much to do with the main story line of the Heresy. But, its a really fun read! I tore through that book because its pretty action packed from start to finish.
Descent of Angels is really just the prehistory of the Dark Angels. Its kind of a nice break away from the 40k type novels in that Caliban was a death world with very little technology. Its more like a book about knights in armor fighting monsters and fueding with each other.
Tales of Heresy has a few decent stories in it. From what I remember though, they don't really progress the main Heresy storyline either.
A Thousand Sons is long and a little boring at times. It took me quite a while to finish it because it reads like watching wall paper peel. At least to me anyway. Overall its a good story with great insights into the fall of thier legion and a couple of other very significant parts of the Heresy story. I would personally rather just have read the juicy parts. I recomend marking the pages incase you ever feel like going back.