Kingdom of Shadow was awesome. Legacy of Blood, Black Road were quite good. Spider Moon was fine.
Sin War trilogy was... sadly not enjoyable. I tried, I really did - I just couldn't care and never finished it. I might try again just for the lore, especially in context of D4.
Didn't try the others, also wondering if it makes sense to try myself.
Yes Kingdom of Shadows is a good place to start. There isn't much of a link between books, apart from the Sin War trilogy. After KoS pick up Moon of the Spider, as it has more from one of the main characters in KoS. Great books!
I'd say it definitely is. It is a standalone story set in Sanctuary, not really connected to anything, really just mentioning of some key player at one poiny and some D2 spells. It was the second Diablo book that was ever published, first was Legacy of Blood if that matters to you.
However I will say there is a small reference to the Kingdom of Shadow in Hawezar and hopefuly a promise of future stories in D4 that might tie to the Kingdom of Shadow though.