Lego Mistborn

I've heard Guards! Guards! is the best place to start, but the libraries by me have only a limited selection.

It's on my list.

Going Postal is pretty much exactly what you're looking for. I think you might like Monstrous Regiment too. And there is also the entire City Watch series (starting with Guards! Guards!), especially some later instalments like Night Watch.

Btw you don't have to read the books in order. If you want to pick and choose what you like, do it. You'll miss on some character development if you don't read a subseries in order, sure, but if you're only ever reading 2 books in the subseries you don't really care. I say this because that feel you describe is more or less the general late Discworld atmosphere, and most of those late books are around the end of their subseries.

Alright, Going Postal in addition to Guards!, Guards! and try to read subseries in order, light the city watch series.

And yeah, I caught that bit about not needing to read in order.