I was thinking of starting with
Absalom! Absalom! for my first. Bad choice? It was going to be either that or some collected short stories of his.
Faulkner only popped up on my radar this year and I was thinking of taking the plunge myself. Sometimes I can't decide whether the fact that there's so many amazing books I haven't read is a good thing or a bad thing. I guess it depends on your state of mind at the time.