There's a block called a cartography table, place that in a village and trade with the villager that uses it. Eventually they will trade you special maps that tell you the location of certain structures. That's a good way to find some side structures.
Caves are great, big snow capped mountain caves are better when you go deep ;)
For me personally 3-5 were solid Far Cry titles! I haven't beaten 2 yet though. They are "AAA" titles and the corporate parts show, especially in 5. But I love the sandbox environments and the stories are dumb fun imo. Great "brain off" games (stealth is fun too)