I started on the Young Miles omnibus myself. (The Warrior's Apprentice and The Vor Game.) And which is how I presented the series to my guy friends and my brothers, if only because Cordelia's Honor's cover looks rather like a romance novel cover. (Young Miles' cover is arguably the worst of the lot but doesn't look like a romance novel which is something to be said when you are trying to push the Vorkosigan Saga onto your male acquaintances. Lois has certainly gotten some craptastic covers with the books, which would have deterred me if a friend hadn't more or less shoved Young Miles into my hands and said, "You'll love this.") None of my girlfriends worry about the Cordelia's cover though. (I know it's kinda sexist to segregate the covers that way, but REALLY, I don't think I could have gotten my boyfriend to read the Miles books if he had to start with, say, oh, A Civil Campaign. He likes the book....but have you seen the cover to that one? It's one of the more hideous ones. Poser people and CGI bugs not very well rendered. EEEESH.)
The perils (or the added delight) of starting with Young Miles as opposed to Cordelia's Honor is that if you've never read any of Bujold's work before, and if you don't know how she delights on turning conventions on their head, you'll come away from Warrior's Apprentice thinking of Cordelia as just another society wife. (Warning: she gets like a scene and a half in Warrior's Apprentice. And if you read those scenes just the wrong way you might come away with the impression that she's something other than what she is.) Anyway, while I say that's a peril, it can be an added delight as well, because I had the fun of having that entire impression completely undermined when I finally did read Cordelia's Honor.
But I digress. The whole point of this post:
READ THESE BOOKS.
You will not regret it.
PS. Did I mention the uterine replicators?
...she sings from somewhere you can't see....