-QUATROPUS-
Luckily most of these titles can be picked up on GOG now so my question is what game should I start with first?
I'd say Neverwinter Nights: Diamond Edition. The sequel is a mixed bag, but the first game is okay, provided you just stick to the expansions and don't really touch the original campaign.
Darkness over Daggerford, Kingmaker, The Witch's Wake, and
possibly A Dance With Rogues (if you're okay with adult content) are all free addons, and I'd say that they're probably worth price you'd pay for the full game on their own.