There's a lot of opinions on this. I found Small Gods to be a good jumping in place because it's a stand alone book and late enough that he had found the tone he wanted for the series. But a lot of other people recommend picking a subseries and starting with the first book there. The Vimes books are very popular so a lot of people recommend Guards, Guards as a starting point.

The reason a lot of people don't recommend publishing order is that the first two books are written in a very different style to the later ones. They're pretty straight parodies of heroic fantasy. But Pratchett becomes so much more later.