You don't have to put a hold on any Sayers, I own them all! No, it gets good well before Gaudy Night – it's just that that's the crowning jewel. Beautifully brings together a many-book arc AND is this massive 1930s feminist examination of women's lives, and work, and minds, and hearts. And such things.
It can be a good idea to start a little further into the series, and then go back and fill in the earlier books once you're already invested in the characters. (Peter is very, very good at his "silly ass" persona, and in the first book you can easily be fooled into thinking he really *is* just a silly ass – even though, having recently reread it, I now see there's much deeper character stuff in there than I realized. But you probably don't fully see it until you already know Peter.) Book 1 is not an ideal entry to the series, come to think of it. But I don't think anyone's figured out definitively where *is* the best place to start. You could google around about it – I bet people have very strong opinions!
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It can be a good idea to start a little further into the series, and then go back and fill in the earlier books once you're already invested in the characters. (Peter is very, very good at his "silly ass" persona, and in the first book you can easily be fooled into thinking he really *is* just a silly ass – even though, having recently reread it, I now see there's much deeper character stuff in there than I realized. But you probably don't fully see it until you already know Peter.) Book 1 is not an ideal entry to the series, come to think of it. But I don't think anyone's figured out definitively where *is* the best place to start. You could google around about it – I bet people have very strong opinions!