If I can offer a suggestion on the Malazan series, check out the following chart. I know it's a bit crazy but even early on I have found it to be helpful and accurate.
I read Gardens of the Moon first, Deadhouse Gates next, and then discovered this flowchart. My recommendation would be to read GotM, then Night of Knives as it gives background on a few characters, and then jump into Deadhouse Gates. I'm into Memories of Ice now after having read a few of the Bauchelain & Korbal Broach short stoies. It's a really interesting way to approach a series and while daunting to look at, reading has been enjoyable so far.
