I think Small Gods was a bit tricky to start off with, It dosen't seem to hav a point in the begining but after about 70 plus pages it turns for the better.
I also read the books in written order, it just makes more sense that way, i mean if you read the fifth elephant before you read gaurds; gaurds you'd propabley be so confused.
I think this is the best series I hav ever read.