I was just forced to go to the central library (yea!) and I checked out all their Longmire books. Sadly, they only had two remaining (and a big empty space for other volumes). Would you say that reading them out of order would make them just a little less enjoyable or a lot less enjoyable?

Well, movies are sort of like short stories, and a TV season is sort of like 2-3 books, so maybe the disparity of your experience isn't quite as huge as you're thinking.