If you're curious about his writing and don't know if you will want to fork out for 25+ books, then I suggest you start with "Pyramids". It nicely captures both the city-books (i.e. those set in Ankh-Morpork) and the non-city books.
If you are sure you'll probably get the whole lot, start with "The Colour of Magic" and hang in there past the first 3 or 4. Like most fantasy worlds, it takes a few books for the shape of it to settle down. Most things are settled in place by "Sourcery" (5th book).
OTOH, some of his early stuff remains quite good and gives you a good taste, as well. "Strata" is a particularly good example.
Wade.