OK - these stories are not strictly sf. I am making an exception for them because a lot of them are just too good. I will very likely end up locating & reading all.
Going by my experience with a couple of stories set in India, I'll say the best stories are likely to be those set in locales you're not familiar with. While the treatment is authentic, perspective is of a tourist, & one who has visited places usually of interest to tourists; locals are likely to find the treatment very shallow. But no worry, the series is set all over the world, & there are likely to be ample number of stories set in locales a specific reader is unfamiliar with (hence can enjoy).
All these posts are tagged "Lucifer Jones"; so this query should locate them all.
- "Adventures" collection: 12 stories set in Africa during 1922-1926. None read.
- "Exploits" collection: 10 stories set in Asia during 1926-1931. Some read.
- "Encounters" collection: 11 stories set in Europe during 1931-1934. None read.
- "Hazards" collection: To be published sometime in 2009 by Subterranean Press; but stories published so far are available in retail. Set in South America during 1934-1938. 12 stories, most read.
- "Voyages" collection: Set "just before - and possibly a few months after - Pearl Harbor". In South Pacific & Australia. Collection yet to be published; individual stories are currently being published online - download links at collection's page.
- An article by Mike Resnick on origins of Lucifer Jones & the series.