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I have Born coming but From First to Last isn't in my library system and seems to be out of print so I might just put it on my to-read someday list and keep my eye out for a cheap copy.
Born is more connected to the overall arc, but if you ever see a copy of 'The Cell' I'd suggest picking it up. It's as dark and mean as anything else in the Max run and fills in a very important part of Frank's story.
As to the run itself, I just realised that one arc can be skipped or read out of order and it won't affect anything and that's 'The Slavers'. Don't skip it, but do feel free to read it whenever you like.