Best Freestanding Books:
Monstrous Regiment: Polly Perks dresses like a boy and joins the army to find her brother. Gender shenanigans and spying and philosophies about war. Pretty much anything else I could tell you about this story is a spoiler and you don’t want that. Might be my favorite of all of the books.
Small Gods: Where do gods come from? An incredibly thoughtful reflection on the structures of religion disguised as a funny book about a tortoise. Also might be my favorite.
Death and his Family: Hogfather is my favorite Death book, and Christmas-appropriate (yes, that sounds bad. It’s not. It’s awesome). Death plays the Hogfather (who is the Discworld equivalent of Santa Claus). Susan, his granddaughter, tries to figure out why. The (oh) God of Hangovers helps, kind of. The book just before this in the series is Soul Music, which invents rock ‘n roll. I like it a lot, but it is very heavy on the pop culture references and may be too clever for its own good.
The Witches: Granny Weatherwax is…well, if witches had a hierarchy (they don’t) she would be at the top of it. She doesn't have time for your nonsense. Nanny Ogg is a menace disguised as a little old lady who sings songs with titles like “The Hedgehog Can Never Be Buggered At All.” Magrat is not a wet hen and Granny secretly knows it. Agnes Nitt is more than meets the eye (she comes later in the series). Some of these books might not pass a reverse Bechdel test, actually. Shakespeare isn’t so much rolling as applauding from his grave—a lot of the Witches books riff on Shakespeare’s plays. You have options here: The first book in the series is Wyrd Sisters, followed by Witches Abroad. Those two should be read in order, probably. I started with the 3rd in the sequence, Lords and Ladies, which I think is fine to start with unless you’re a stickler for sequence, and happens near Midsummer.
Tiffany Aching: A YA take on the witches, with Tiffany becoming a witch because she wants to, not because of some kind of mystic whatever. These come chronologically after the Witches books in the main series. The Wee Free Men is the first book, and these ones should definitely be read in order. Tiffany’s weapon of choice is a big cast-iron frying pan, and she wields it like a pro. I wish these books had existed when I was a kid. Here is all I needed to know about Tiffany to fall in love with her:
"Zoology, eh? That's a big word, isn't it?"
"No, actually it isn't," said Tiffany. "Patronizing is a big word. Zoology is really quite short."
The Watch: My second favorite series, after the witches. Start at the beginning: Guards, Guards! is about a dragon menacing the city and introduces Sam Vimes, crusty alcoholic Captain of the Guard with a heart of gold, Sybil Ramkin, dragon breeder, and Carrot, 6 foot tall dwarf seeking his fortune in the big city.
Rincewind and the Wizards of Unseen University: These are…okay. They are entertaining. Interesting Times made me laugh a lot at a point where I desperately needed to laugh so A+ for that (Genghiz Cohen and his Silver Horde pull off their last heist in the Agatean Empire, which is not China but kind of looks like it). The Last Continent is about XXXX which is also not Australia exactly except for how it totally is.
Moist von Lipwig: The Industrial Revolution comes to Ankh-Morpork (the Post Office, The Bank, Trains, etc). Some people love these, I like them but they aren’t my favorites.
This got really long. The short answer to the question “Where should I start" is a little like a “choose your own adventure:”
I like Monstrous Regiment or Small Gods generally, because they stand on their own and are full of classic Pratchett “make you think when he’s not making you laugh.” Less laughing, more thinking in both of these.
The series are fantastic too, and so:
If you want a series with badass women of various types, which might not pass a reverse Bechdel test, start with either Wyrd Sisters (for the proper order) or Lords and Ladies (because it's one of my favorites) and read about the witches.
If you want twists on crime and punishment tropes and one of the best character development arcs, start with Guards! Guards! and read about the Watch.
If you want Death and/or Christmas, start with Hogfather
If you want YA Witches, start with The Wee Free Men