I've bought them three myself and will read them in this order.
then: The Player of Games Consider Phlebas Use of Weapons
Use of Weapons is great, but the writing is poorer than the other two.
Heh. Interesting. I'd say exactly the opposite myself. Not that I dislike the other two - PoG is one of my faves of his SF work - but to me UoW is a vastly better work of literature, both in structure and character development. Less full of SFnal goodies than some of his later work, but all the better for that in some ways.
I'd suggest PoG as a starting point to explain what the Culture's about, which I think it does better than CP because the main character in that is not of the Culture. YMMV though.
Read this webpage to get an introduction to the Culture. It's great, and it helps you get through some of the "rougher" edges in the earlier books.
I'm not suggesting your opinions are wrong, of course, but I had a much different impression. Obviously Player of Games is well regarded by many people, so I'm curious to know what I missed.
--- SPOILERS BELOW ---
My general impression was that the Empire of Azad was that its conception lacked imagination. The peculiarities of the species (the three sexes, the society built around a board game, etc) could have made for a very interesting culture, but those instead the peculiarities were mostly left untouched and the culture was recognizable as human in every way. The greatest offense, in my opinion, is that the most interesting part of the book (the game Azad) was left almost entirely undescribed. An alien species should be different. Vastly different. These were humans painted green on Star Trek.
Banks has other weird and interesting species appearing in the periphery. But the books are ultimately not about weird aliens.
This saves many nasty wars.
That is one thing you could do with an alien species. Banks has done that elsewhere quite a bit. It could be that his imagination failed him here. Or he could have made a conscious choice, seeking a specific effect.
I think it was the latter. For me, part of the point of literature is to explore what it means to be human. One of the things that comes up over and over in Banks's work is encounters between developed and primitive cultures. He uses the contrasts to examine where we've come from, who we are, and where we might go.
Player of Games in particular to me spends a lot of time looking at the desire to win, and also the desire to play for high stakes. The Culture's post-scarcity society makes bets meaningless. How does somebody with a gambler's nature fare in that context? And how does somebody raised in that context change when they become immersed in a society built around gamesmanship and gambling? The Azadians are an exaggeration of particular aspects of humanity because he's trying to explore those aspects. If they were more alien, you would identify with them less, which I think would weaken the impact.
If you're reading Banks for things like detailed descriptions of fictional games, you should probably look elsewhere. He's definitely the kind of guy who likes building elaborate sets and then showing them to you. But they are there to support the drama that is performed in front of them.
Left a bit of an impression on me....