Bwaha! *rubs hands* Here's a list which I prepared earlier...

Now, I think that gair, who recently got addicted, did a more chronological reading, staring with The Warrior's Apprentice and The Vor Game. They're now available in a compilation edition called Young Miles. So you might want to go in that way. After that, pick up from where I suggested, from Brothers in Arms (now in the compilation Miles Errant).

Most of the early books have been handily reprinted in these compilation editions, which seem to be priced at around the cost of a single book. Good value!