I tried this. I read the first 4 in order. Then skipped to a much later one. The stories are all about the same. I thought that the later one might be different with newer technology and Davenport being older. But it wasn't. Sanford is a formula writer like Robert Parker. Which is to be expected when you write one or two books a year.
Anyway, to answer your question, you can get an in order list from Sanfords website.
I have found the Prey books to be excellent all through the series. Sandford has a solid style that never drags, in my opinion. Read them in order and prepare to feel a letdown once you have caught up to the current book and realize that you have to wait for the next one. By the way, Willaim Kent Krueger's Cork O'Connor series is another excellent set of books also linked to Minnesota.