Shards of Honor was the first written/published, and is available in the free library, I believe. It's also the first half of the Cordelia's Honor omnibus (with Barrayar). They both feature Miles's parents. Shards is kind of a romance, at heart.
Cetaganda, on the other hand, was a backfill book, written later to fill a gap, and as a result it has the feel that nothing can be too consequential, since what happened next was already set in stone. It's weird, though: many of the books were written out of order, but this is the only one that feels like that.
Memory is something of a high point in the series, and also one of the few books that can't be read standalone. Definitely one of Jo Walton's favourites, according to What Makes this Book So Great?
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