The Tales of the Jedi comics were released in order with one exception: Golden Age of the Sith and Fall of the Sith Empire were released in between The Sith War and Redemption, but take place 1000 years before the rest of Tales of the Jedi. I recommend reading them in publication order until you finish Dark Lords of the Sith, the reason being that Dark Lords of the Sith is where the events and characters of Golden Age and Fall of are connected to the rest of Tales of the Jedi. Once you finish Dark Lords of the Sith, you’re set to read Golden Age of the Sith and Fall of the Sith Empire.
By the way, if you liked Dark Empire, I think you’ll like most of Tales of the Jedi.