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I always start with #1 unless it's a case of having stumbled across a book that sounded interesting and read it only to later find that it was part of a series.
To date, this has only happened to me with books that were more of a collection of independent stories written about the same character in the same "world". These would include the Sherlock Holmes, Poirot, & Miss Marple canons along with several others. These can generally be read in any order.
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