Haha! I'm like that too with series. It drives me crazy to read them out of order, particularly if the main characters show some real growth, like Inspector Monk of Anne Perry's mysteries.

The problem with reading the Sharpe's books in order now is that Bernard Cornwell is going back and adding new adventures in between old ones. His last two books were actually set just after the first Sharpe's book, Sharpe's Rifles. It can get confusing, but it's also really cool, too, as it fills in gaps that he mentions in stories later in the series.

I have yet to come across a villain in the Sharpe stories that I didn't like..er..despise. Cornwell's knack for a good villain is far and above anything Ian Fleming came up with, IMHO.