James Burton Yes, all, in sequence. I cannot recall exactly what's where in each book, but the middle was harder going, a bit tedious at times but ploughing through that to the end of the series was worth it. As Chris said, as soon as I was finished, I read as many of his other works too; his storytelling stays with you and colours your world.
Chris Yup. I started the series a few years back and flew through them quickly. I had to wait a couple years until Jordan handed off the series for Brandon Sanderson to finish, at which point I flew through those as well... I then read all his other work too!