You'd need A Realm Reborn first before Heavensward (though if you're confident that you'll eventually want both, there's also a bundled deal where you get both together).

For the Collector's Edition, if you want the physical items that come with it you'd want to get the Collector's Edition box version when you buy the game, but if you only care about the in-game CE bonuses you have the option of either getting the Collector's Edition when you buy the game, or buying the regular edition of the game and doing a digital upgrade to Collector's Edition later.