I've heard that as well. I have a friend who met Jewel Staite, who plays Kaylee a few years ago at a convention and he couldn't stop talking about how well she got along with everybody. Apparently the cast and crew got along famously, which helped a lot in bringing them together again for the film.
After having gone back and watched many of the episodes again, I'm forced to agree that starting on Out of Gas is a bad idea. Its a great episode and does provide a lot of background, but its not a starting point. It had simply been a while since I'd seen it. The only issue with starting on either Serenity Parts One and Two or The Train Job is that I wouldn't call either one my favorite episode. The trouble is that the best ones, in my opinion, are just some of their random misadventures, and they're not really starting points. I'd say just go with the order thats been recommended, which is also the order they're provided in on the DVD set. Just keep in mind the somewhat jumbled nature of the show's episode production and all should be fine.