I have the complete JD Robb series and feel like they benefit from being read in order. And I am only missing two int he Sue Grafton series since my usual haunts don't have them. Even though I have no plans to re-read the series at this exact moment, it really annoys me that those two are missing!
On the other hand, I just got a bunch of Agatha Christie ebooks from the library and those are pretty much stand-alone. I have read several, all out of order, and don't feel I missed anything. I also have done the pick and chose with Terry Pratchett's Discworld (liked Mort, got two other Death books, and have mostly avoided the other ones) and feel fine about it
I don't feel I was lost at all reading Mort bust because it wasn't book number one.
I am curious about other series books which you don't have to read in order. My public library just got a bunch of mystery series where they seemed to pick them randomly and the first book was not among the pickings. So, with something like the 'Rizzoli and Isles' series, which is very popular right now, there are a handful at varying points on the most recent entries of the numbered list, a few from the middle, and I think the earliest is #2 or 3. Will such books be less enjoyable if you didn't read the first? What series do you think should be read in order, and whhich ones have you enjoyed where the order doesn't matter?