To some extent, it doesn't really matter where you start, as they're all pretty much standalone, though there is a bit of an ongoing arc between three of the last four books, namely 61 Hours, Worth Dying for and A Wanted Man. The Affair, the second most recent book, is a prequel, set in 1997 during Reacher's last days in the army (about 6 months before the events in Killing Floor, the first in the series, and thus the arc doesn't apply. Also, the third and fourth books in the series also sort of follow on from each other and if you read the fourth before the third (as I did) it sort of spoils you for the ending of the third. But the fourth doesn't spoil you for the 5th book, if you know what I mean.
The Enemy, the 8th book in the series, is set in 1990, about 7 years before Killing Floor, when Reacher is still in the army and is an alternative starting point to KF. It's also better than The Affair, which I thought was a little disappointing, as was A Wanted Man.
Killing Floor and Die Trying, the second in the series, are both good, but it was around the third novel where Lee Child really hit gold with the formula, IMHO.