It kind of depends upon what you're looking for, and what you already like. If you enjoy old black and white shows such as the Twilight Zone and Thriller (the Boris Karloff one), I would definitely say start with the first DVD set (maybe you could borrow it from a friend?) If black and white shows make you fidgety, I do think the start of the 1795 storyline would be a good place to start. You don't need to have watched the shows leading up to that, really, because they change practically everything you've been told about the family situation up to that point once they get Vicki to 1795.
I can post specific episodes I've used to introduce the unbaptised to the show, if I can ever remember how the *$%# spoiler code works.
G.