Welcome, fellow Minnesotan. Lots of good info on this site, so you came to the right place. As far as what to look for, some people prefer the Gen 4.2 (2013+) SHO, because it has a few improvements (brakes, cooling, etc.) over the 4.1 (2010-2012), but for the most part, they are similar. There is also the Performance Package option, which adds a little bit in the way of performance as well. I originally bought a 2015 Explorer Sport as a midlife-crisis birthday present to myself, but traded it after I decided I really didn't need a truck. I found a 2015 certified pre-owned SHO w/PP, with exactly the options I would've chosen if I ordered it new, and only 13,000 miles at the time. Keep your eye out, there are some good deals out there. But be warned, once you start modding, you could easily get hooked. If you don't want to do much wrenching, custom tunes are definitely the most cost-effective, simple mod.
I've been a Ford guy since I was a kid (although my first car was a 1980 Camaro). I'm now on my 3rd SHO (had an '89 and a '93 years ago). SHOs just seem to have the right mix of performance, comfort, and utility for me.