I just finished Wizard and Glass last night and am going to start Wind through the Keyhole tonight. So far, Wizard was my favourite and was well worth it. If I could give you any advice, it would be to stay away from the message boards that will provide spoilers. By accident I read too much on Wiki and found out what happens in Wizard and Glass before I finished. It didn't ruin the book for me but I kind of wish I hadn't read it. I can only imagine the anticipation I would have felt towards the end of it if I hadnt known what was going to happen. I have since stopped looking too deeply into the discussions that might give anything away.

I almost started the Gunslinger a few years ago but decided I wanted to wait until I had the whole set available and could read straight through. I am glad I did as my wife read the first 3 and part of Wizard many years ago and now has to start over in order to reconnect with it fully.