I found the most informative and engaging the Sherman Bell series - Finding Out For Myself.
The finest and most entertaining "yarn" IMHO is found in the Volume 18 Spring and Summer 2007 editions. Tom Archer follows up a gun buy, which leads to the life of Charles H. Jerrod. Jerrod started "sweeping the floor" in the L.C. Smith/Hunter Arms factory in Fulton NY, was taken under the wing of the old head engraver - and the yarn just keeps getting better and better.
For some reason the story and the way presented, simply grabbed me.