Men at Arms (the direct followup to Guards! Guards!) was my first Pratchett book and really had me hooked. I think any of the Vimes-centric books are great starting points, because the detective mystery style of plotting keeps the pages at a steady balance of exposition and development. The books focused on witches, wizards and religion can be too on-the-nose, and the ones that use more abstract themes or go deep into one character are easier to grasp after having that entry point of Vimes chasing after a villain.