Going from the Etudes to the scherzos is certainly a jump, but it certainly seems to me to be the most logical one, as far as going to smaller works (nocturnes, etudes, preludes, etc) to the larger ones (Scherzi, ballades, some of the polonaises, etc).
You're best off going in order. The B minor is much easier than it looks, though the coda can be a bit rough.
The B flat minor wouldn't be too too bad either. There are some hard parts, but there's more variety than the ABA format of the B minor.
Just my .02 cents.