I would say Stalin understood theory quite well.
His most important works are:
1907: Anarchism or Socialism?
http://www.marx2mao.com/Stalin/AS07.html1912: Marxism and the National Question (which was praised quite loudly by Lenin - and resulted in Stlain being made Commissar for Nationalities in 1917)
http://www.marx2mao.com/Stalin/MNQ12.htmlAs well two textbooks of his various writings were compiled on various subjects the first dealing with Leninism in particular and the extension of it, and the other dealing with the struggle against Trotskyism
Problems of Leninism:
http://www.marx2mao.com/Stalin/POLtc.htmlOn the Opposition:
http://www.marx2mao.com/Stalin/OTOtc.htmlHis book on Dialectical Materialism is also quite good (it appeared in the history textbook "The History of the CPSU(B): Short Course")
http://www.marxists.org/reference/archive/stalin/works/1938/09.htmThe textbook itself was also written in parts by Stalin and is quite the famous work
http://www.marxists.org/reference/archive/stalin/works/1939/x01/index.htmI could list more but you would be better served, if you want more, by visiting the Stalin archive at Marx2mao.com or Marxists.org
I would also point out that, as far as Khrushchev's memoirs go, they are mostly bull s**t (you need the very latest English translation released this year for addendum from his son which edit much of his false statements). I would point if you're just interested in Khrushchev generally, a great place to start is Roy and Zhores Medvedev's history text "The Khrushchev Years" it's a super short read and well written.