Pornokitsch

It's easy with something like Harry Potter; the books are written and published chronologically. But what about the Narnia series, or Forester's Hornblower series, where the authors wrote the books out of chronological order?  When you make your first foray into a well-established series, do you start with the book the author wrote first or the book that comes first, chronologically?

Although I'm pretty fanatical about chronological consistency, (I am an historian, after all), this question really tears me up. As I enjoy watching authors develop, I like to begin where the author began, with the first book he or she wrote in the series. That said, I love well-done character development, and a good series can develop character to a degree very few stand-alone novels can match. For the most part I start with the book that comes first in the series' chronology, no matter when the author wrote it.  But I always secretly fear that I'm missing Something Important by not starting where the author began.