Fisch said:
Worth picking up? Though fantasy and sci-fi are all I read, I tend to read everything but these type of series. Never bought a Forgotten Realm, Magic, Star Wars, Star Trek, RoboTech book. Almost picked up a FR, Salvatore book, but couldn't find the first so passed again.
I'd say it would be worth a shot to give Book 1 a try since they are in paperback format already... then if you don't like it you can try something else.

If you'd like to read about Dark Elves first, check out R.A. Salvatore (more info below).
The authors of this series have new trilogies that started this year (it might be a year between books though), which were all good reads:
* Richard Lee Byers (wrote Book 1, new trilogy starts w/ "The Rage")
* Thomas M. Reid (wrote Book 2, new trilogy starts w/ "The Sapphire Cresent")
* Lisa Smedman (wrote Book 4, new trilogy starts w/ "Venom's Taste"))
If you are looking for recommendations for the Star Wars series, I can also help you out with those.
Fisch said:
Do all the FR books take place in a shared universe?
Yep, the FR books all take place in the same shared universe. Like any series they have some good books and some bad ones. I've read a lot of them so if you have a specific title in mind, I've probably read it. Some good ones:
1) R.A. Salvatore's first 2 trilogies (he's great at action writing, good w/ characterization, famous for Drizzt the dark elf and the creation of the FR Dark Elf lore):
* The Dark Elf Trilogy (Homeland/Exile/Sojourn)
* The Icewind Dale Trilogy (The Crystal Shard/Streams of Silver/The Halfling's Gem)
Note: I've heard people say that the new collected editions have many printing errors and typos, so I'd suggest finding a cheap paperback copy.
2) anything by Elaine Cunningham (OK action writing, great characterization, good at writing elf stories, dabbled in Salvatore's Dark Elf realm with a trilogy)
BTW,
http://www.wizards.com has more about books and authors.