In regards to Nagash - read the Trilogy first, before the Neferata duology, before picking up the Nagash trilogy. There are a few other shorts dotted about which concern some of the players in the story, I believe there is a collection on the BL site if you have some spare change, but they're not really that important. The Trilogy and Duology aren't even that important honestly, but it gives you a fantastic background with which you can infer when referring to the Nagash trilogy - Josh Reynolds wrote the Neferata duology, and it's almost certain he'd have read Mike Lee's Trilogy for ideas and ensuring some continuity occured.
In regards to Mike Lee's books, the first one was quite a time-hoppy affair, and you need to pay attention to the dates at the start of the chapters. I think a lot of the criticism of his books came from people too stupid to read that.
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