Yes, no question that 1-3 must be read all in a row. Then you can take a break before the relative slog of 4 and 5.
I immediately started 3 and like it so far (100 pages in) I am disappointed that after this book most people think they get kind of dull and repetitive because I really ended up liking book 2 once they got out of Paris and 3 is shaping up to be good.
YES! I just finished Dragonfly, too, but God, why did it take so many words to write the Paris story...snooze...