These are a genuinely challenging and dynamic way to play. No two are alike, and the A.I. actually does give you some real opposition. Island expeditions are like dungeons, available in normal, heroic, and mythic difficulties. That means you can press into higher difficulties for more of a challenge. Of course, the PvP version pushes everything to the max.
Stormheim is the zone you want to start it. For some reason Legion treasures are not worth any experience like they are in WoD...except in Stormheim. I haven't been able to find out any reason for this, and it's possible it may get fixed/nerfed at a later date. But for the time being you REALLY want to jump from treasure to treasure to augment your quest experience.