There are a number of factors... obviously how strong the champion is and how high priority, but also what benefits you get from the books (cooldown reductions / higher chance to apply debuffs, or only damage boosts?) and how badly you need those benefits. If we're talking somebody responsible to keep a certain debuff on the Clan Boss, then yeah, you absolutely need 100 percent chance to apply and the shortest possible cooldown. Whereas if it's more an arena champion and most battles will be over after a turn or two anyway, maybe you don't really need that cooldown reduction so badly. Some champions are generally considered to not need books at all, others really do need books, with others it depends on how you use them (e.g. Scyl of the Drakes doesn't need books if you use her primarily as a healer / dungeon carry, but does need books if you use her primarily for that AOE stun). 

And then how many books do you have to (potentially) spend before getting to the improvements you actually want? Some champions require 15+ books to upgrade all skills - and it's generally the last ones that you really want, so you have to waste a lot of books to get that far. Due to that, you'll generally want to go all-in on books on some champions and not spend any at all on others, rather than spreading them around a bit. 

In your case, both Sicia and Fu-Shan could benefit from books, it wouldn't be crazy to invest them in either one, but they may not be absolutely required depending on what other champions you have and how heavily you rely on their debuffs. 

Thanks,

I  struggle  most   with  the  inability  to  test.    For  example  from  what  i  read  i  think  fayne  will  be  an  upgrade  for  coldheart  in  cb.    How  much  of  an  upgrade  and  what  that  does  for  my  overall  progression  is  my  unknown,  and  14  books  to  find  out  is  a  steep  price  to  pay...

That one's easy to answer: Fayne is absolutely an upgrade over Coldheart in CB. And yes, she would need books for that eventually, but even without books, she will already be an upgrade. If you can't spare the books now, then just gear her right, put her on the CB team and start working on her masteries, books can come later. Coldheart's Heartseeker damage is nerfed on CB while her heal reduction debuff is pointless and the CB's turn meter can't be reduced - so she's really pretty terrible there, while Fayne offers a ton of good debuffs, both her A2 and A3 are great for CB. 

Thanks.    One  other  question.    Is  CB  something  to  focus  on  early  game?    I  can  4  key  brutal  at  this  point.    Perhaps  i  am  missing  something  in  the  utility  of  cruel  and  immortal  drops,  but  I  am  not  clear  on  what  advancing  to  nightmare  would  do  for  my  progression.

By far the biggest reason to book most champs is to lower the cooldowns on their abilities. You should ask yourself how much of a benefit you're getting from the book. Usually, it's best to save them for abilities that really need lower cooldowns.

As an example, I use Martyr for my CB team. The reduced cooldown on her A2 is absolutely critical for her to work properly. Similarly, I use Vizier on my CB team, and I used enough books to get the first debuff chance improvement on the A1, but I won't use any more books on Vizier, since his other abilities don't require booking.

I also use Nethril for my arena team, and I'm booking him because every book makes him hit harder on all of his abilities.

CB is something to focus on *always*. You should definitely be trying to get your brutal down to three, ideally two keys, so that you can collect rewards from the others.

The main reason is because from brutal onwards, CB starts dropping ancient/void/sacred shards and epic/legendary books, which is huge for your progression.

Ancients and very rarely voids can already drop from normal and hard as well, as can rare books. So even before brutal, it's worth it. 

Plus, the gems, silver and brews may look like disappointing rewards on any given day, but over time they add up as well. 

I'd say dragon20 is the piority before CB progress, just my opinion.  Quality Gear is the most important aspect for progression.