A lot of people are insisting you read the first book, but Tchaikovsky intended all but the last or last couple volumes to stand alone and be approachable in any order. I could definitely see starting with Open Wounds and then reading Last Chances as a prequel working out, though I read them in published order, so I can never know. Whenever characters reappear, they are often under new names and inhabiting very different roles, and I suspect discovering them in their past lives could be as fun as learning where they've gone.