I would also add that it would be helpful if you also watch the shows (anime etc) before or after listening to the soundtracks. This is important for 2 reasons:
1st: you understand the context and atmosphere each song was made for, and this is especially important for soundtracks starting with Kara no Kyoukai and onwards because its when she started making film scored musics (music taylor-made for specific scene). On the previous works the opposite was happening. She was given drawings, plot and character descriptions n then composing and the director was fitting each longer track to the scene, often with edits (look at grunty's Kajiura music guide thread, for these) and then appearing on multiple episodes.
So with first technique the taylor made tracks only have the duration of the scene and you often only see them once on the show while with the 2nd technigue they re much longer (often 3-4 minutes, sometimes 5) and Kajiura had full freedom on how to make them.
2nd reason to watch the shows is that you can then read her interviews which are full of spoilers for the shows
