Stainless Steel Rat is the first, yes, but he did a prequel called A Stainless Steel Rat is Born which is very good indeed.
And yes, the earlier SSR books are better than the later ones - they get rather TOO over the top! They are all worth reading though! If you cannot find them to purchase in regular book stores, try either specialist sc-fi & fantasy bookshops like Andromeda, or your local Public Library.
Books in the hand are MUCH more comfortable to read than text on the screen!
