Well, I'm not a particular fan of Concerti 3 or 4. Or 5, for that matter. Interestingly, I am infatuated with No. 1 in Fm. I think it is a gorgeous Sonata, and one that you should seriously consider. Though on first glance you may not like it, try reading it /listening to it again. Really analyze the music. I've always had a deep connection with No. 1, and recommend that one ... sorry that I'm not answering your question per se, but I can't give you a good answer between 3 and 4.
Here, is a great recording of said Concerto, played by Barenboim. The neat thing about this recording is that you can follow along with the sheet music, thus you can "read it" and listen to it at the same time.
You also asked our favorite Beethoven Sonatas in general. For me, that is definitely No. 29 (Hammerklavier), No. 31, No. 32, in no particular order. No. 28 is a close fourth, but the above are my top three.
I hope this was helpful.