Having just done it, I would suggest starting with Rough Beasts of Empire then Zero Sum Game, Seize the Fire and Paths of Disharmony. That's the chronological nature. I didn't read them like that - on the suggestion of the board that RBoE was best kept in third - but I think I'd suggest it going forward. Really, they can be read in any order, but I felt that RBoE smoothes out a particular plot point that Seize and Zero Sum don't acknowledge as existing. (Vague for the sake of spoilers!)
Yeah, on balance, this is probably the best.
Then Plagues of Night, Raise the Dawn, Brinkmanship.