integration is better later on in the series, from book 6 and onwards.... the books are all fairly often about a slow build up, and then a mother of a blow out on the last 300 pages or so.

Also, learn not to grow too attached to the characters. in book 2, at least half the interesting cast survived...

But really. book 2 and 3 take place at the same time, so there is little in common between those. book 4 is a continuation of book 4, after you get through the first 200 pages or so at least, book 5 is something completely different, and then you start to follow the storyline from book 4 rather closely while the others are intertwined... with the exception of book 8, of course