Well, when
HerenIstarion first put me on to Pratchett, he suggested I read them in order as some of the books are dependent on previous Discworld info.
However, I have jumped around too. I love
Witches Abound, which is, I think the last in the Witches Trilogy, which includes
Equal Rites and
Wyrd Sisters. I am desperately waiting my turn for the latter two from the library, not that I don't think they are worth buying, but if I parcel out my pennies wisely, they go farther.
Witches Abound is a hilarious parody of all kinds of witch, fantasy and fairy tale lore. Try fighting against a happy ending, will you? Try fighting against story itself, will you? Think that the girl doesn't always have to get the handsome prince? Throw in some voodoo magic, mancats (he's hilarious), werewolves, vampires, dwarves, and uncooperative magic wands and you've got one of the most humorous takes on fantasy going.
For most imaginative with a twist of unsettling eeriness, my money is still on Gaiman.