My advice is to read the books in order, in my opinion the most interesting stories come in the first 10 books, after that (in my opinion) it gets repetitive, long-winded, and tedious. I've read the series back to back twice, not for pleasure but as a challenge I set myself. There are snatches of really good story telling, and (albeit very rare) examples of prose that I'd emulate. But by and large, my personal opinion is that the books are, by and large, utter shit.
That said, Nomads and Assassins are pretty good books.
If you're interested in the stories, you might find yourself getting just a little bit bored as the series develops. While Lange's writing improves marginally, his story telling skills decline sharply.
If you're interested in the philosophy, I'd urge you to take a look at a couple of other philosophers - Kant, Bentham and Nietzsche. There is certainly some philosophy in the books, but I'm in pretty strong disagreement with a fair number of Goreans about the actual volume of that philosophy, its validity, and the extent to which it's original vs being clumsily derivative.
[ED for typo]
I agree you want to read them in order. If you start at the middle you will easily get lost as so many things about Gor are explained early. My favorites were Nomads, Assassins and Fighting Slaves of Gor though I liked to whole swries with the exception of Magicians