Just picked up the new P.C. Hodgell book Honor's Paradox but it's been awhile since I read the other books so I'm going back to re-read the previous books.
Like VictoriaP above I've never really got into the monthly Webscriptions I just pick up what I want, which happens to be quite a few books

By far my favorite Baen Author is David Weber I've read most every thing he has done and all of it has been good. Of all of his stuff I really wish he would write more of his Fantasy books (Oath of Swords and Sword Brother, The War God's Own, and Wind Rider's Oath). Also like others here I'm picking up some of the old books as well. In particular I've really enjoyed Keith Laumer's Bolo books.