Man, I'm starting to really love Baen. I'll certainly give that a try too.
I couldn't figure out what order the Vorkosigan series was supposed to be in from the link above, so to be safe I just downloaded the whole CD iso image from a few levels up:
http://baencd.thefifthimperium.com/
[edit: browsing the CD, I still can't figure out the series order...I guess I'll actually have to go look it up....]