I actually found Harry (and therefore Jim) via short story anthologies that I'd bought because they contained a story by another author I follow.  For instance, I just ordered two anthologies Strange Brew and Big, Fat, Supernatural Honeymoon - one because it had a story by Patricia Briggs and the other for a story by Marjorie M. Liu, and those last two stories (Last Call and Heorot) finally prodded me enough to get Storm Front.  I think I'd read three or four Dresden shorts before then, and it kind of piqued my interest, and it just finally reached critical mass.  I'm now caught up through Turn Coat, and Changes should be here tomorrow.