You should definitely dive into the rest of his Cosmere series!
Let's see...you have The Final Empire, Well of Ascension and Hero of Ages.
After that is the Wax and Wayne series, "The Alloy of Law," "Shadows of Self," "Bands of Mourning" and the as-yet unreleased "The Lost Metal."
After that, he's planning to do a Circa-1970's series on the same world, and after THAT is planning to take it Into Space with a Sci-fi series as well.
If you want to get into his Cosmere, tackle the standalone books first; that is, "Elantris," "Warbreaker," "The Emperors Soul," and possibly his Graphic Novel, "White Sand."
After THAT, dive into his Stormlight Archive saga; planned to be ten books, he wants it to be his flagship series, the series that ties everything together. The reason I say hit the standalones first is that certain characters and elements hop across from other books to the Stormlight world that you won't understand or recognise if you haven't read the others (EG, "Hello. Would you like to destroy some evil today?"). Certain characters in Stormlight can also be found - if you look REALLY closely - in other books. You know that extra pair of footsteps in the Sanctum with the Leresium Beads in Mistborn? Never outright stated, but you meet the character who is hinted to have made them in the Stormlight Saga. In fact, one of the characters in Stormlight has appeared in Cameo form in EVERY SINGLE Cosmere book or series. See if you can figure out who it is.
The Stormlight Archive currently consists of "The Way of Kings," "Words of Radiance," "Edgedancer" and the soon to be released "Oathbringer."
If you want MORE Brandon Sanderson goodness, also try out his separate, non-Cosmere books (set on Earth); one is the Reckoners Trilogy ("Steelheart," "Firefight" and "Calamity"), which is set in a post apocalyptic world where he basically posits the question, "What if superpowers existed, but they always turned the bearers Chaotic Evil?" The other is "Legion" and "Legion: Skin Deep," which follows the most intelligent man in the world, who has a psychological condition where he doesn't want to handle his intelligence so he creates hallucinations that exhibit his separate skills and knowledge instead of using them himself.
Sanderson has written a LOT of VERY good books, and I cannot recommend him enough (I've read all of his works that I've been able to find >.> )