[gmw]

My favourite is still In Pale Battalions I think that is wonderfully done, but Past Caring, Take No Farewell and Beyond Recall are up there too.

I have enjoyed most of his books (Painting the Darkness I felt dragged on too long), even his recent work. But there is (at least) an element of truth in what Mike L says, there is a definite similarity in how the stories work (the weaving of past and current events). All this means is that is better to read one now and then, interspersed with other books, rather all his books one after another. I can think of several other authors, of various genres, that fit this description.

ETA: There is no particular reading order required, all the books are independent stories - except for Into the Blue, Out of the Sun and Never Go Back, which feature the same character, Harry Barnett, and so should probably be read in the order given here.