You don't have to >.> I actually sort of recommend against it for the later books unless you're a masochist. Nearly everyone I know eventually ended up quietly rooting for the villains.
Though, due to Baen's enlightened promotional methods, you can get the whole lump for free if you really want. (http://baencd.thefifthimperium.com/)
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Though, due to Baen's enlightened promotional methods, you can get the whole lump for free if you really want. (http://baencd.thefifthimperium.com/)