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It is vitally important that people not treat the Horus Heresy as a linear series of novels, like Gaunt's Ghosts. It was intended to be treated as an entire setting in itself, with plenty of independent stories and narratives. You should not feel obligated to read the novels in order.

I highly recommend this chart for following narratives you're interested in:
http://www.kylebb.com/HH/HHSeriesOrder.html (interactive version)
https://www.kylebb.com/HH/HHSeriesOrder.jpeg (simple jpeg version)

And not skipping short stories along the way. Quite of few of them become vital for explaining some pretty unusual character changes in later books.

That said, I would rip my ears off if i had to listen to a Graham McNeil novel, rather than read it. I only find his works palatable when I can skim the paragraph after paragraph of vapid descriptions.