you should definitely read them in order...otherwise you'll miss a lot of things. Reading order could be renegade immortal> pursuit of the truth> ISSTH>AWE>AWWP
i guess reading orther from RI and PoTT can be switched but if my memory serves me well it's better RI>PoTT (ending related)
PD: many say that you can start reading ISSTH without reading the others first but i disagree with that. it's like starting a series midway or start watching a film not from the beggining but from half of it (you will understand the plot movie, of course, but you will have missed a lot of the fun)...i don't know, it's just my personal opinion