Speaking for the Robert E. Howard stories, since he wrote them as different anecdotes in Conan's life I don't think you gain anything by reading them in Conan's chronology vs. publication dates. That's the real beauty of these short stories: one great adventure after the next!
I'm not an expert on the subject, but I have yet to read anyone who writes single combat like Howard. He's my favorite and inspiration!
Jevenkah
one caveat: Hour of the Dragon is basically the novelization of "The Scarlet Citadel" so if you like longer stories and not spoilers, read Hour of the Dragon first.