For what it's worth: Lord of Emperors is one of my favorite books ever. I think Sailing to Sarantium is incredibly dull, and have never reread it. (I read Lord of Emperors first, and then went back. SO DULL OMG.)

But, yes, if you'd like to read more Kay (and, really, if I'd started with Sailing to Sarantium, I probably would have stopped there), I would suggest Lions. Tigana is one of those epic fantasies that I know are problematic in ways and have a lot of cliches, but damned if I don't find it extremely enjoyable.