^

The advice is definitely to read them all or not at all. The series is far too complex to skip books. It would be a big mistake - the further books would then loose much of their interest.

As for which are the best and which are the weakest, it's a matter of taste in the end. Objectively it's very debatable and for the rest it depends on what aspects of the series you prefer, on which story lines you prefer and so on. Erikson's humour is peculiar, so whether you find him funny or not will influence your opinion of the books in which there's a lot of it (characters like Krupe and Tehol either amuse or irritate a lot), and so will whether you like your tragedies "alleviated" by absurb humour or find those breaks in tone distracting. The books each have a slightly different tone (some far more than others - the narrative voice changed in one of the late books suddenly told by a specific character), and again it depends on your personal tastes which Erikson you'll prefer. At some point, Erikson started going deeper in philosphico-anthropological aspects, and when he does his plots and characters (whole cultures at times) are often devices in the service of certain themes he explores. Your appreciation of the books in which he does this the most likely will depend a lot on how much this bores or fascinates you (It seems I had less problems with those many had, but for instance I found the parts where Erikson spend too much scenes of daily military life more boring than many did. I don't care all that much for some of his humour either).

Those books are very long, so it's probably better a new reader approaches them without too many prejudices, or you might find some of them very long if you have too many expectations from "advice".

Personally, I knew great lines of what people thought about the early books when I read the series (I'm still at it, in fact - finishing book 9) and it's mostly after the fact I read reviews and forums. It turns out some of the books I've preferred are indeed the ones most loved the most (I liked MOI a lot, but not as much as some did, ie: it's really good, but I don't think it stands out as the undeniable best book of the series, just as one of the strongest), but not all of them, and some of those that were the most criticized (like Toll the Hounds) I really liked a great deal too. Overall I've so far preferred the Bonehunters part of the series to the Bridgeburners one (if not by much). Perhaps because I've read all but books 1 and 9 in a row, never experienced the wait etc., my perception was different of the so-called "slower books". I've seen that many were of the opinion that Erikson got a bit "lost" in the middle and his "main story" wasn't advancing enough anymore, but this isn't the way I've perceived it, personally. Rather I felt Erikson was never bringing me where I thought he would, so most of the books felt fresh and surprising.

I found the first one extremely hard to get into. Erikson pushed the 'in media res' approach really far for a series opener, and in this first one in particular I thought he didn't master yet so well the "converging" structure that would become his trademark later (very slow build ups, followed by a sudden awesome final rush, sometimes lasting for the full last third of a book etc. ) From book 2 onward this is excellently done, in GoTM I lost interest before it started happening, and when it did I just didn't really care anymore. It got better on re read, as GoTM is one of those books that don't make much sense early on but you discover later in the series were full of things that escaped you).

So far, I've felt Deathhouse Gates had the best epic and tragic flavour of them all. Memories of Ice is also excellent.

I've found Midnight Tides fascinating though, and love the character of Trull.

I find Bugg and Tehol really funny (unlike Krupe, who still irritates me) so I've enjoyed the Lether story line quite a bit.

I really liked The Bonehunters too.

At the moment, I'm two-third or so into Dust of Dreams, and I find it runs a little too much in circles and gets nowhere after announcing very early (and repeatedly) where it is going, and I'm getting a little impatient with it - something I didn't really felt in previous books. I'll wait to finish it to have a full opinion, though (even though I know this one won't have the Erikson usual type of ending).

I guess more so than many Fantasy series, Malazan really isn't for everyone (I don't know all that many people around me I'd recommend them to). They are fairly demanding books - very taxing on your attention and memory. They're very rewarding, however, extremely intelligent books, with real depth not just complexity or details that pass for depth. This is also one of the most original series around, not only for the concepts but also for the extremely unusual series structure, and for the originality of Erikson's takes on civilization, cultures, memories, myths.