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I've read all of them so far, Jen. It's a great series! I would advise starting with the first one, Baltimore Blues. There are lots of changes that take place as the series develops. There is an incident in the first one that sets up many scenarios in later books and is referred to several times. You'll catch up of course and it might not be that big a deal for you, but you won't be surprised by that scene if you read BB later.
I think she is a wonderful author and the books have substance and grit. I only found her last year sometime and had to hunt for some of the titles but I have, as I said, found and read all of them she's published so far.