Do these have a connecting storyline and need to be read in order? 

They do have a related story line, and in the later books, there are references to couples that got together in earlier books. But there isn't a continuing plot that requires they be read sequentially. Also, Gerard does a fair job of providing backstory so that you're not totally lost if you missed an earlier story. Her subsequent Black Ops series also contains some common characters with the Bodyguards series.

Bodyguards:

1. To the Edge
2. To the Limit
3. To the Brink
4. Over the Line
5. Under the Wire
6. Into the Dark

Black Ops:

1. Show No Mercy
2. Take No Prisoners
3. Whisper No Lies
4. Feel the Heat
5. Risk No Secrets (due out in May 2010)

If you find you like Gerard's romantic suspense, you also might enjoy Cherry Adair's T-FLAC series and Amy J. Fetzer's Dragon One series.

Colleen

I've read Cherry Adair and the Black Ops books. I just realized that I had book 4 of the Bodyguards.  I'll probably read them all because I like her-but I'm trying to make a huge dent in teh TBR. So if they don't have to be read in order than I can read and post  book 4 and wait for the other ones.   I'll check out the Amy Fetzer books. I haven't read anythign by her yet.