I read through most of these detective novels many years ago, but the other day was offered a sharp discount on the audiobook version of Unnatural Death, and I have been enjoying it very much. Wimsey, the second son to a noble father, is independently wealthy and amuses himself by solving crimes the police cannot. He is a traumatized WWI veteran; his trusty man-servant, Bunter, was his batman during the war. Usually jaunty and flippant, Wimsey occasionally falls into deep depressions, and these lingering effects of his backstory add depth to his character.
Besides being witty, well-written, and well-plotted, the Wimsey novels provide a wonderful look at Britain between the wars, including the surplus of marriageable women left with few options, the casual sexist, racist, anti-Catholic, and anti-Jewish prejudices, and the class divisions that were so fundamental to British society. Sayers’ depiction of women, culminating in the character of Harriet Vane, makes her feminist sympathies clear, but her attitudes otherwise remain veiled.
For an imperfect but more detailed overview of the Wimsey novels, see this Wikipedia article.