I bought the HOI pack and I wonder which HOI game should I start with? The latest one? If so, should I go with DLC or play the standard version first? Or perhaps Darkest Hour?

Start with HoI 2. While Darkest Hour is better it has some mechanisms that require some knowledge of the base game in order to fully understand. And as for the original HoI I can't think of any reason to play it over the second one. HoI 2 was basically an upgrade of the original in every way.