I've read the first two, Man on Fire and The Perfect Kill, both are pretty good, I still prefer Man on Fire, as The Perfect Kill is about him training a younger generation sort of deal. Though they are both quick reads, they were pretty entertaining.
Good luck trying to get ahold of books 3-5, I can't find them anywhere cheaper than like $30 for a paperback, and while they are good, I am not sure I want to pay that. It took a long time for The Perfect Kill to drop in price, when I first started looking it was like $25, finally found it for $5, had to get it from England though. I guess the problem, barring Man on Fire, is that they have been out of print for sometime and nobody connects the movie with the book, much less a series of books.