Two stats I personally like looking at are PER and TS%. As long as you use them in context they are very good stats.
For example if I was to compare Kobe and Harden, I would say Harden is the more efficient scorer because of his TS%. And because I watch alot of games I know exactly why: Harden takes smarter shots (statistically, the smartest shots are shots in the paint/free throws/threes). Kobe loves taking contested fadeaway long 2's way too much for his own good, if he took smarter shots he would be on the same level of efficiency as Harden, Lebron and Durant. Another guy who takes too many long 2's is Josh Smith, and as a result his TS% is so bad it makes me shudder, it's always a tragedy when a bad shooter has Kobe's shot selection.
It's just really nice to have a stat like TS% enforce what you already know.
PER is nice too because there are so many stats to look at and PER just combines it all into one convenient number based on the calculated values of each stat, but the problem with PER to me is that people will use it to say "this player is better than that guy" which is using out of context in most cases. What PER really does is measure how good a player's collective stats are. So statistically speaking Millsap is having a way better season than Josh Smith. We know Josh Smith's defense makes up for that, but it's still nice to know Millsap puts up really good numbers.