Read Laumer's
Retief! For comments on the whole thing, there's the
August reading thread.
As far as the specific stories, I think a good "Best of Retief" could be put together rather than just omnibusing the first three. My nominees from this book's sixteen stories and one novel would be:
"Protocol": does a good job of illustrating the cultural relativism, the using of one's head, and the Retief-wins-again! motifs that are hallmarks of the series.
"Sealed Orders": a delightfully subversive tale involving one race's war being another race's athletic contest, though the best part is how the sealed orders are handled.
"Saline Solution": a hyper-plotted tale of the little guy vs. the evil corporation.
"Wicker Wonderland": an ecologically unsound tale but with a great setting otherwise - a giant floating seaweed island bobbing in the ocean with huge towers swaying and catwalks criss-crossing and cool aliens and underwater adventures.
"The Prince and the Pirate": in one sense an illiberal pro-monarchy story and, in another, a liberal (or libertarian) "don't go messing with people doing their own thing and trying to turn them into divisions of the One True Corporation" story.
"The Castle of Light": if not "Wicker", then this was my favorite - it had the Groaci (the recurring sort-of-Soviet alien semi-nemesis), some of the best humor, an attractive (and amusingly named) young lady, neat natives, a neat setting, lots of action, etc.
The Retief stories have several problems, among them the fact that a great many of them recycle a great many of the same pieces and there's never any doubt or tension over whether Retief will be right/win/save the day, but the best of them are at least good fun. One small, odd thing I particularly like is that Laumer has a neat trick for making people's non-verbal communication (or that which accompanies verbal communication) very vivid at times.