I would probably stop after book four if you absolutely must read 'em -- it's all a long, slow road downhill from there, and I say that as someone who eagerly anticipated each book coming out all the way to the end of the series. It just kinda looks a little murkier after the fact! But the books sure give you a better impression of, say, Zedd and his awesomeness than you see from the show. :D

Also, I don't know how you feel about audiobooks? But the audiobook versions of books 1, 2, and 4 are outstanding. The reader is Dick Hill, and he's just terrific start-to-finish. :)