Exodus Road introduces some new characters, and reveals a bit of the Clans beyond the Wolves and Falcons. It also sets up the whole taking out the Jaguars.
Black Dragon is really enjoyable if you liked the Caballeros/Cassie Suthorn is a real girl stories, and not too shabby if you like the Combine. You get some ISF, some Teddy Kurita, some Yakuza ,and some Ghost Regiment fun mixed in to the mercenaries and psycho assassin stuff. Plus a rare appearance of Teddy's wife.
Ideal War's greatest value is that it is a novel of the FWL. If you like Vietnam stories, want WoB the early years, or are a fan of Paul Masters and the Masters of the Universe (Knights of the Inner Sphere if you want to kill my fun) then it has something for you, but otherwise it doesn't stand out of the crowd.
Highlander Gambit gives you all the fun of a Sun-tzu plot, with all the bagpipes and plaid of the Northwind Highlanders, with enough angst for a Linkin Park album or a half page of VSD internal monologue. There are some fun actions sequences and the Fed-Com doesn't come out smelling like roses.
For my money you can't go wrong with Black Dragon, but historical importance goes to Exodus Road, and and Ideal War shows a different side in the novels than you normally get (for better or worse). Highlanders Gambit is a fun read, and provides a bit of insight into characters and groups that don't get a huge amount of "screen time," but it is set in well tread territory at the beginning of a heavily documented period (Fed-Com civil War).