D1 and D5 are the logical entry points in the series, IMO. D1 because it's the first entry, and probably has the best story/characters, and D5 for a really polished example of the Disgaea formula.
That formula is worth a comment. Any Disgaea game can be played two ways -- as a relatively normal SRPG (with fairly insane characters and storyline, to be sure), or as the inimitable grindfest the series is known for.
Unless you already know you'll love the grind, I recommend playing through the main story line with minimal/no grinding (the earlier games are tougher to do this way), and then see how the insanity of a Disgaea post-game appeals to you (grinding is the whole point of post game in this franchise).
"The Party told you to reject the evidence of your eyes and ears. It was their final, most essential command." -- 1984