I feel rather jealous of you, having so many great DW books ahead of you to read for the first time.
I read the Watch books out of sequence as well, since I started with those I could find at my local library, which were later in the series.
There's almost kind of a benefit going backward, because if you start out with one of the later ones in the series, you get a much more resonant impression of how far a given "series" has evolved. Without any spoilers, I would imagine that you probably have concluded that the Sam Vimes of Guards Guards is almost a completely different character than the Sam Vimes of the later Watch books you've read.
I read the Watch books out of sequence as well, since I started with those I could find at my local library, which were later in the series.
There's almost kind of a benefit going backward, because if you start out with one of the later ones in the series, you get a much more resonant impression of how far a given "series" has evolved. Without any spoilers, I would imagine that you probably have concluded that the Sam Vimes of Guards Guards is almost a completely different character than the Sam Vimes of the later Watch books you've read.