Monstrous Regiment is I think a pretty good entry point. It's relatively new but it stands alone quite nicely and doesn't need much background knowledge.

If you'd prefer something more early in his writing then Small Gods is a good one. It outlines a lot of how the world works, but again isn't deeply connected.

Wyrd Sisters, Guards! Guards!, and Mort are also good entry points and are the start of the Witches, City Watch, and Death subseries respectively.