How I stopped worrying and learned to love the Realms
Seeing as I'm DMing Hoard of the Dragon Queen, I figured I'd take a look at the resources available for the area in which it is set, the Western Heartlands and the Sword Coast (the border between the two regions have always been a bit fluid). Also, since 4e Forgotten Realms is an abomination, I will be using the pre-Spellplague version portrayed in AD&D and 3e. Forgotten Realms was first released in 1987, and the last 3e product for it was made in 2007 - that's a 20-year publication history, much of which saw a sourcebook or adventure being released every month for the Realms. So, you'd think that over those 20 years, during which they released at least three products describing Waterdeep, they'd have made a proper Western Heartlands sourcebook? Nope.
The only out-of-character descriptions of the Western Heartlands (the area bordered by Waterdeep in the north, Amn in the south, Anauroch and Cormyr in the east, and the Sea of Swords in the west) are:
The 1e, 2e, and 3e campaign settings, each giving a general overview.
Forgotten Realms Adventures, which gives each of a number of cities/towns a two-page description each, many of which are located in the Western Heartlands.
And... that's pretty much it, as far as I can tell. The one shining point of light in the darkness is Volo's Guide to the Sword Coast, which is written as in in-character travel guide with occasional brief game stats as footnotes. It's not exactly what I'm looking for, but for what it does it is amazing. I have generally not been a big fan of the Forgotten Realms, because of its disjointedness, high-powered NPCs, and the like. I'm still not totally sold, but this book makes me understand what people do love about the setting - as I'm reading the book, I really like the attention to detail, including things like what kind of dishes are available at what inns and so on. It also has plenty of history and other useful things in it.
I would have liked to have a proper sourcebook on the region, and I can't for the life of me understand why they never made one, particularly since many other places got more than one (often one in 1e and a bigger, fancier one in 2e, or possibly a boxed set). But Volo's Guide ain't bad.