The short answer is that the first book was inspired by an idea he had while talking to a professor about the rise and fall of civilizations.
The others were inspired by pressure by publishers to repeat success, and so he tried to improve and continue the story. This lead him to try and carry the story with characters, which was ironically not why people liked the first book.
The Mule was alright though, even if a little forced.
But of course, part of the enjoyment should come from the book itself. I'd say that the book does get better as new threats to the Foundation appear, but the premise largely stays the same throughout the trilogy: will the Seldon Plan succeed?
(NOTE) The reading sequence for me went something like: 1. Caves of Steel 2. Naked Sun 3. I, Robot 4. Robots of Dawn 5. Foundation Trilogy
EDIT: remove redundant last paragraph