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I agree partly with Aiwendil and partly with Mith. If you're going to read the first few, I-V, I suppose, then I recommend reading them in order. I read Lays of Beleriand first just so I could get straight to the pretty poetry, and didn't completely understand everything. There were some unfamiliar references that were confusing -- mostly the references to Gnomes confused me until someone very nicely answered my question here as to who they were. BoLT I and II proved exhausting and so I'm taking a short break from HoME for a bit...
I started reading the Return of the Shadow (VI) a while ago, though, and it seemed to me that it can stand alone. The rest which cover the Lord of the Rings (the Treason of Isengard, the War of the Ring) can probably be read without having read the previous ones, too.
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