me, who is practically OCD about reading an author's series in order!
Anyway, here it is: Hypothermia is actually the last book in which Erlandur himself actually appears. In the next two books of the series, Outrage and Black Skies, Erlandur is totally absent, having split for the Eastern Fjords, where he spent his early childhood, after the events of Hypothermia. While the next two books are both good reads and intriguing mysteries in their own right, and each of them spotlights Erlandur's two closest colleagues and it's interesting to see them in action on their own without Erlandur; for me, no Erlandur still left a big hole.
Since the final episode for Erlandur, Strange Shores, has finally been published, my recommendation is to go straight to that book after you finish Hypothermia. You can always backtrack to the other two afterward, and not lose any of series' momentum by doing so.
Had I not been reading this series at the same rate as they were published, this is what I would have preferred to have done. I think that going straight to Stange Shores immediately after Hypothermia would sustain the strongest dramatic and emotional resonance.
Just my 2 cents...