This question is probably more appropriate for the
Fun and Recreation folder, but to answer your question, Episode IV is a great place to start. It'll make more sense after you watch them, but you start with IV, then V, then VI. Then, go to I, II, and end with III.
Alternately, you could watch them in "chronological" order (I - VI) which is something I've always wanted to do, but I have no idea how the story will feel at that point. Come to think of it though, Episode III ends on a pretty downer note, and isn't my favorite way to end a story. So maybe watching them this way would be better than how it was offered to the public originally.
Anyway, it's a great story. There are a lot of fans (myself included) who think IV - VI were the best parts of the story, so if you go chronological, keep that in mind.