I'll second that you could move on to Warrior's Apprentice first. Barrayar is in publication date much later than WA, in fact. I also think that Barrayar is pretty amazing though, and a better-written book than either SoH or WA (both of which I absolutely love, but she'd really got into her prime at that point).

I do like Cordelia's approach to religion, and Ezar's line "I am an atheist, myself. A simple faith, but a great comfort to me, in these last days," which has stuck in my brain.