I can accept how annoying he is (so was the Adoring Fan before him; no big deal), but wouldn't it make more sense if he preached on the streets of Windhelm? I thought that was the only place in Skyrim where Talos could be freely worshiped.
Ok, true, missionaries in the real world often go into enemy territory to preach the Gospel, but if they just stand on the streets and do it, they are often persecuted. it doesn't make sense that Heimskr would do this without getting arrested, unless he were in Windhelm. So how does he manage it?