There's another Sanderson Cosmere book called Warbreaker which crosses over with Stormlight pretty heavily from book 2 onwards (it's also very possibly there are references in book 1 which totally passed me by). You'll definitely have a better handle on why a particular object which shows up in the Stormlight books is so scary if you read Warbreaker first.

Book 4 of Stormlight does have some pretty big references to the original Mistborn trilogy, too.

On the whole I try to read books in the order I bought them (ish), but Sanderson is one of the authors I'll just drop everything for when a new book comes out. Disclaimer: he does have some bad habits (mainly inserting "wise ass" characters who don't fit the tone or setting, and who I strongly suspect carry the author's voice a little _too_ directly). But he does epic world building incredibly well, and very different to just about any other author I've read. He also writes action exceptionally well.