Thirded for Terry Pratchett.
One of the reasons that his Discworld books are so popular is that the titular Discworld mirrors ours, and so certain comparisons between the two make for interesting reading - I'm a sucker for things that show our society from an outside angle (i.e. prejudice exists, but not against the colour of a persons skin - there are too many species around for humans to discriminate against each other - "black and white come together to gang up on green" - alas not a direct quote).
It is also a version of our world where science isn't needed because magic exists, and is studied as if it were a science itself.
He also has a wonderful sense of humour to boot, and is such a vivid and skilled writer that it's impossible to read one of his books and not have a definite picture in your head of the world he is describing.
There are a few different sections of society that each book tends to focus on (the wizards, the watchmen, the witches, Tiffany [younger readers], Moist Von Lipwig, and the rather random Pyramids book), so if you prefer action then the watchmen books might be best to start with (Guards! Guards! is the first watchmen themed book).
That said, I always recommend Wyrd Sisters as a starting point because a lot of people learned about Macbeth at school, and the plot is very loosely based on that story. Albeit much, much easier to follow, more entertaining to read and with more likeable characters.