There's a lot of debate about which book is the best to begin with, or what order (if any) the books should be read in.
I found this image on the L-space website and thought it might be useful if you know anyone who is just getting introduced to the series.
The top series of books are the Rincwind books.
The second are the witches books.
The third are the Death books.
And the bottom series are the Guards books.
It's missing some of the more recent books though. Maybe I'll update it sometime.