For the first time through, I prefer to read in Published Order, since that's essentially the order they were written in. But on a re-read, which I did last year, I started from the first novel (Crystal Soldier, and went through them in chronological order. With the caveat that some of them overlap a good deal as we have the Theo arc occurring at the same time as part of the Korval arc. The order in the Librarything link appears right, but I can't really vouch for the short stories, only the novels.
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