Start with the skinner and gridlinked.
The skinner especially has some of the nastiest alien biospheres known to fiction.
Gridlinked is more thoughtful and is the start of his longest sequence the Agent Cormac series which is probably the strongest set of his novels set in the polity.
Can't remember if the Prador show up directly in either novel but they are some of the ickiest Aliens in fiction.
I would describe the Polity as the Culture crossed with Edward Lear.