Well, I've finished Warrior's Apprentice, Shards of Honour and Barrayar. I'm well and truly hooked.
However, I'm kicking myself for reading Warrior's Apprentice first, as I found it difficult to connect with Miles and felt as if I was always running to catch up on the politics and history with Elena, Bothari, Escobar, Cetagandans etc. In the end I had to ignore quite a lot of the back story, or I never would have finished the book. I've skimmed through it again since finishing Barrayar and realise that I would have enjoyed it much more if I had read it third instead of first. Let me give one example:
In Shards of Honour, as Vorkosigan digs Rosemont's grave he tells Cordelia, "Could have done that in five seconds with a plasma arc." Two books and twenty (or so) years later in Warrior's Apprentice as Miles is digging Bothari's grave Cordelia says to him, "You could do that in five seconds with a plasma arc." Because I read Warrior's Apprentice first, the significance of her remark was completely lost on me.
So I'm going to start Warrior's Apprentice again now that I've finished Barrayar (which I loved). Vorkosigan is maybe a little too good to be true, but Cordelia is a delight. She has much in common with Ista, I think!