They're out of chronological order, really, in the film. Yes, Hartigan's whole story is first, then I think it's probably the start of Marv's and Dwight's probably happens while Marv's in jail. There's a timeline online that you can find, err... here but I'm lazy and I haven't actually looked at it. But I have the distinct impression that Dwight still has his original face and is cut up over the woman that the second book's about when Hartigan goes to the bar and sees Nancy, and Dwight's story in the film couldn't really happen that much longer after Marv's arrested because just before that story is when he got his new face. I think.

Err, sorry if I'm being confusing. Just read the timeline, I'm sure it's more coherent than I am ;)

And I totally know what you mean with the film-catering-to-all-your-favourite-things thing. It really hit on all of mine, too, though there's one point where there's blood spatter on the camera and that's one of my most hated things in cinema ever. But everything else? Love. Especially Marv. And if you happen to have the chance to pick up any of the graphic novels, you really ought to - the film isn't everything that happens in them, as in there's the whole story of how Dwight ended up with his pretty new face, there's more about Miho and the girls (and Dwight, oddly enough), there's a book of entertaining short story-like things (which is where Josh Hartnett's character comes from), and there's the whole thing with Wallace (who's not in the movie and a lot of fun even if he seems to be a bit of a Gary-Stu).