Thanks for the tips. I think I'll start in with Guards Guards (#8) and move forward, I figure it's the most common recommendation for a reason.
Actually, if you move forward you'll have to go back. Book #9 is Faust/Eric which is a Rincewind novel and has connections to the earlier Rincewind novels.
You could read the next book in the city watch series, which is Men at Arms after that if you want.