I guess I’ll start there because I don’t have the brain power for much else. I need some romance in my life right about now.
ETA: I assumed they were lovers. Looks like it might be a bit more complicated…
It is definitely more complicated 
Penric gets a love interest eventually, but not until maybe 1/3 of the way through the series, and it helps to read the earlier ones first.
But I’d say he gets married at the beginning of the first book.
I always liked the funny (not-spoiler) comment about how in his investigations he had to explain that no, the God does not kill people with a hammer.
-waits for the now-inevitable moment where Thor shows up, looks at Der_Trihs sits and says “Allow me to prove otherwise you gnat!”-
But more seriously, yes, another great moment from the same sequence. The more easy communication with the Divine in The Paladin of Souls (for values of easy) seemed too much of a contrast from what we see elsewhere with the Five Gods, but then again, The Bastard is always very much doing his own thing.
It’s even speculated in that book that the Bastard may not have the same powers & limits as the other gods due to his origins. And that whole situation seemed pretty theologically unusual in a bunch of ways.
This is what I don’t like, it’s obviously just a matter of tastes differing, of course.
So, I had intended to read them all in publication order, but my library has most of them in three-in-one volumes, and the weather is miserable enough that I don’t want to make three times as many trips to the library. So I’m following up Ethan of Athos with Ceteganda.
Why do I get the feeling that this entire story, complete with the women drawing status from being the guardians of the bloodlines and arbiters of marriage, the murdered eunuch, and probably even the unwitting-assassin artist, is all drawn from history? Maybe something from Byzantium?
I don’t know, but that book was my least favorite. I thought it was pretty dull.
I’m not sure if that’s a common opinion.
I can tell you that one of the Sharing Knife series books, Passage, involves a long trip down a river, and yes, Bujold delved deep into Mississippi riverboat history in creating that part of the book’s milieu. She has acknowledged studying that culture (and others) to inform her worldbuilding.
Would not be at all surprised, although I’d think more likely Chinese history. Bujold does draw from history. Perhaps the most notable is Curse of Chalion which she’s said is based on (I’m going to spoiler this, although I don’t really think it’s a spoiler, but people will complain if I don’t) an episode of 15th century Spanish history involving Ferdinand and Isabella.
Specifically, she based one character on a famous person Daniel Boone whose autobiography she’d read. And the river bandit section was based on a gang of bandits who worked out of Cave-in-Rock on the Illinois section of the Ohio River
I’ve read all the Vorkosigan novels multiple times, and I can never remember anything about Cetaganda. I remember it sets up his association with that Cetagandan security officer, which pays off in later books, but I only remember that because of those later books.
That’s the one where Ivan is dosed with a poison causing erectile disfunction before a hot date with two Cetagandan noblewomen, but he saves the day using bullshit and amazing oral sex skills.
Which he regarded as a total humiliation, but which resulted in him getting personal invitations to every subsequent noble social event. I think Bujold was trying to send a message to every man reading that. Or possibly just to one particular man.
Several aspects of Cetagandan society introduced in the book are also referenced in Diplomatic Immunity. I rather like it, as it happens.
Speaking of things that pay off later, and old couch from the book Barrayar is used to great effect in A Civil Campaign, decades later in-story.
Reading Cetaganda and Ethan close together is helpful, because they take place at the same time in-universe, with (as I recall) a minor direct connection
Well, close to the same time. Miles overhears something in Cetaganda that he wasn’t supposed to, that he then orders investigated in Ethan. But there had to have been a year or so between them, to give a chance for the pieces to all move into place.
Though I thought that that was a bit clumsy, that an experienced operative would call someone up, be told “this is an inconvenient time”, and then proceed to give sensitive information before verifying that it was secure to do so.
Thanks - time for a reread.