what books to read?

[The Saucepan Man]

The Hobbit, The Lord of the Rings, The Silmarillion, Unfinished Tales, The Letters of JRR Tolkien, HoME 1, 2, 4, 5, 10, 11, 12, 3, and 6-9.

I have never seen JRRT's letters in any of the book-shops that I have been to (including, recently, Foyles and the other mega-book stores on Charing Cross Road), so I was planning on delving into some of the HoME after the Unfinished Tales. I was just interested to know, Legolas, why you recommend reading the letters first?