I started with HM64, and it's always been a favorite of mine (playitplayitplayit).
Otherwise, what other people said sums up most of my opinions.
~M/FoMT are classics as well, decently paced I think, and a great cast of characters that usually pop up in other games.
~AP is probably a contender for my absolute favorite right now out of what I've played. The days seem a little slower once you get your farm going, but there's usually a ton to go around and do. It's pretty much ToT, but overall a lot nicer and with a better put together plot.
~LoB is another reccomendation of mine, even though I've yet to play, haha. A friend of mine actually hasn't played a HM game since HM64, and this game seems detailed enough for him to want to try and get back into the series.
Otherwise, all the games are pretty good. I just think some are a lot easier to get immersed in, or have a lot more going for them, so they just seem better places to start to me.