I started with 3 and thought it a grand starting point. Earlier titles are significantly different, gameplay wise... I've dabbled but never committed myself to them the same way I did to 3.
It depends on what kind of game style you prefer. If you prefer a first person shooter style game then go with Fallout 3. If you prefer a more RTS kind of game I would suggest starting at the very beginning and picking up Fallout. Personally Fallout 3 is one of my all time favorite games. So I'm going to suggest it no matter what.