I've read The Magician's Guild- it was OK, but nothing special. I say 'read', I got the audiobook, mainly because the narrator has a lovely voice. Haven't got round to reading any of the rest of the trilogy yet though.
Mistborn is on my to-read list (Got the first two books lying in a pile just across the room, but I need to get through the first book of Malazan before I can start them) and sound very good, but don't know if they live up to it yet. I hope so, because I've been listening to Brandon's podcast (Writing Excuses) for a while now, and he sounds like a great guy, so I don't want to be disappointed by his actual work.
Haven't read the other three, but IIRC Naked Empire is considered unreadably awful even by fans of the series. It's basically one long rant against pacifism or something. Seriously, it's listed on TVTropes' "So bad it's horrible" page.
So, I'd go with Mistborn.
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"I'm Commander Shepard, and you're standing in the biggest library in Citadel Space. Look me up."