Which is best to start off with, I think they are pretty expensive tbh, so don't want one that I may not like.

Cheers :)

Start at the beginning, with Mean Streets.

Under a Killing Moon, the first 3D/FMV one.

I'd start with Under a Killing Moon. You ninja-ed me :D

I think a lot of people would pick that one as the starting point.
You don't need the backstory of the really old school games and it's the first game in the 'new' style that all the sequels use. Also, it's hilarious with the whole B-movie feel.

Cool thanks for the replies guys, have some rep :)

I actually played Mean Streets first when I was very young and wasn't even aware it was a Tex Murphy game until I played UAKM and saw the speeder car.

I remember that a friend had a legal copy from somewhere abroad of UAKM and we all were amazed that there can exist a game with 4CDs.