My favorite series to this day, not just in fantasy but among all literature. I've read all of them outside of the Broach and Bauchelain novellas.
I'm not sure either Forge or Dancer's Lament really work as entry points into the world, since they rely on a lot of elements from the Book of the Fallen series.
I enjoyed both Kharkanas books, though they do tend to grind too much for their own good. Prazek and Dathenar would sometimes really get on my nerves
When it comes to the philosophy, I think it's a mixed bag. There are a lot of great discussions that do take place, but Erikson tends to go for the verbose approach, where he will muse upon anything that crosses his mind, regardless of whether it fits into the narrative. I prefer Bakker's more economical approach with an emphasis on tackling specific points, even if it is of a smaller scope.
Either ways, an excellent universe, well worth the time needed to soak it all in.