Max Gladstone is one of my favorite writers. But a complicating factor is that he intentionally wrote it out of chronological order. My recommended starting point is
Three Parts Dead, because it has the best flow and pulls you into the world. If you like that book, I'd recommend continuing with Last First Snow, Two Serpents Rise, Four Roads Cross, and Full Fathom Five in that order. I'm currently on book six.
Each of the books is a complete story, but protagonists and supporting characters from one book will show up in the others. Also, one of the protagonists in Last First Snow is more-or-less the crazy priest from Indiana Jones and the Temple of Doom, except you see human sacrifice from his point of view and it all seems very reasonable. It's great.
