I have read the entire series. Definitely start at the beginning. It will not make as much sense if you don't. The fourth book gets a bit slow, but is still well worth the read. Goodkind weaves a wonderful web of fantasy!
Also - have you yet read Robert Jordan's Wheel of Time Series or David Eddings' books? If not, read Goodkind and then go for these series! They are GREAT!
------------------
Alureth...Dragon friend of Breanna, Mage and Advisor in the Court of Lady Lioness
Co-Owner/Operator of the Evil Petting Zoo and devout member of the HADB clan.
Commander of the Dragon Fleet, IW Peacekeeping Force
Sublime Sister of the Illuminati - may the Light shine forever!
Second Historian and Scribe of IW. Mother Hen of IW.
Mage extraordinair, Pin-Up Girl for the OLD-COOTS
Magey-Wagey: performer in the Nekked Dancing Trio of the ORT.
Hopeless Romantic *sigh*