This is another whose books I've read without exception. The Wailing Wind was the last one to date, and I'm looking forward to the next one. I've written a book review of The First Eagle.
Hillerman's mysteries aren't your traditional mysteries. Most of them take place in the Indian reservations around Four Corners - the place where the USAn states of Utah, Arizona, New Mexico, and Colorado meet. The heroes of these stories are almost always Lieutenant Leaphorn and Officer Jim Chee, both fairly traditional Navajo Indians, coping with crime and the clash between their culture and that of the encroaching Whites. (Exceptions are The Fly on the Wall and Finding Moon, the latter not actually a mystery to the extent that there is no actual crime under investigation - a tremendous read!) I have no idea how well Hillerman captures the feelings an actual Navajo Indian might have, but I must say that I think I have learned some sympathy for the plight of minorities that are surrounded by a foreign culture, having their options continuously trimmed.
(PBS Online has a feature on Hillerman, if you are interested.)