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In what way would you say they 'pick up'? Also in high school, I remember enjoying the hell out of vol 1 and associated with the series FATE-based RPG, but didn't manage to finish vol 2. I vaguely remember going "we get it, protagonist is at his lowest, get on with it!" for too long for it to be enjoyable, but don't take it too seriously.
I would say the quality of the writing, especially character moments improves. There is also obvious progress with pacing as Butcher develops as an author. That "get on with it" sensation you're talking about basically goes away by book 4. The Dresden-verse grows rapidly with each book and short story.