I've often seen this series recommended, and as I prefer to read in order when possible I have begun with the first one, "Gallows View". Halfway through, and God is it deadly dull. I do realise that authors develop and improve, so I can overlook the odd bit of clunky style, but is it really worth while persevering?
Probably my favourite author of this genre is Ruth Rendell, although I do prefer her one-off novels to the Wexford series. Loved Inspector Morse, and was reading the books long before they were dramatised for TV. Did like early PD James, but she's got a bit too ponderous for my taste now.