Yeah, each boxset stands on its own rather well. Other than WM3 and WM5, I'd say all of the sets rank among the very best of Big Finish's output. WM3 I found to be merely good, and for reasons I won't spoil, I found WM5 mostly great, but also kind of disappointing due to certain external contexts.
I'd say you can jump in with any of the boxsets, but I'd maybe caution against starting with WM2. Master of Callous is a phenomenal set of stories, but it's also fairly atypical... less four different stories and more one giant story.
I've compiled all of my Big Finishes purchases into a single massive document, alongside those on my wishlist (bolded, right-justified). Check it out to see what I've already listened to (or soon will), or to recommend me something new to listen to!
Apologies in perpetuity for my many typos (FUAC) and poor memory.
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