I meant to post this some time ago. Joel sent me the link to this cool Discworld reading guide. It will help layout how the whole of the series comes together.

I have said this before, you can actually read them in nearly any order but references to some other items may not be as funny or obvious. I use the analogy of watching Star Trek. You can watch one episode and really enjoy the story, or watch the series and get the small details and over-arching story references.