My sister's first VORKOSIGAN novel was actually Komarr and she remains convinced to this day that it is a good place for someone to start reading the series. I started with "Weatherman" (which confused me) then Barrayar, then backtracked to Shards of Honor, which ended up working out. (The weird order in my case was because I was reading the serializations in back issues of Analog. It took a friend's intervention for me to realize there was more in book form.)

And oyceter, for what it's worth, The Curse of Chalion bored me and I am honestly at a loss as to that book's appeal. It's not awful, it just isn't very interesting.