Another series that I think benefits from a read in publication order is the Horatio Hornblower series. That means starting with the book Beat to Quarters.
I find it's often best to start with the book that made people like the series. When I recommend Stephen Erikson to people, I recommend starting with the second book, Deadhouse Gates, which is much more original, and you don't miss out on much. (Erikson never explains anything, so if you jump in, beleive me, the first book would not enlighten you.)
One exception is the Dresden Files series. It starts out with some weak book, but I can't recommend jumping to the first good book (the fourth) or the first sort-of-good book (the third). You have to slog through the whole thing or you'll miss out.