You can read the books in any particular order, at least the first 6 or 7, before certain major events happen. I listened to almost all the audio books and they were fine, except for an occasional reference to an event that I hadn't read about.
Last week I started reading Changes (#12 I think,) because it was the one audio book I missed, and continued on to read the rest of the books in order. I am almost done reading Cold Days, the last book before Skin Game, which just came out today (May 27th.)
I have not read Side Jobs, which is the short stories collection, or any of the
graphic novels.