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The series, in order:
The Queen of Attolia
The King of Attolia
A Conspiracy of Kings
A review of the entire series, with as few spoilers as possible, is here at Booksmugglers.
Many people have read them and enjoyed them entirely out of order. However, reviews and even the jacket copy for later books, will reveal major plot points for earlier books.
I'd like to think that finding out major plot points ahead of time won't ruin The Thief, but it will certainly change the experience.
On the other hand, I think The Thief spoils The King of Attolia. So there are pluses and minuses to any order you choose.