If one should be read first, I think it should be Saints. It is about Four-Girl, the fourth and only surviving daughter of a family in a small, poor village. Girls have traditionally held little value in Chinese families and it is not a surprise that she is attracted to the words of a priest who offers her a more worthwhile existence. Four-Girl has visions of Joan of Arc which give her courage to strike out on her own and leave her family.
Boxers is about Little Bao, the third son of a family in another poor village. A stranger named Red Lantern comes to their village and trains the young men in kung fu. Many of them leave to defend China against the foreigners and Bao follows. A huge fan of Chinese opera, he and his friends transform into gods and dead emperors when they go into battle. They go all the way to Peking (now called Bejing) before meeting their violent deaths.
I highly recommend these books to fans of graphic novels and historical fiction.