Start with Pool of Radiance.

Chronologically: Pool of Radiance
Most newbie friendly (but also most boring): Gateway to the Savage Frontier

I would like to play a Gold Box game at some point. Im thinking when I do it will be Azure Bonds, its supposed to be one of the better ones, and if I just end up playing one I like to try and hit the best in the franchise.

In that case, Forgotten Realms Unlimited Adventures. It's not a game per se, but an engine to run countless fan made Goldbox-style adventures on. They vary greatly in length (from 10 minutes to 30+ hours) and some of them experiment with new mechanics as well, especially the "hacked" ones. See the Introduction sticky in this forum for more infos. FRUA also has more advanced graphics and user-friendly GUI than the older Goldbox games (but obviously, I'm biased ;) ).

I especially recommend the Realms series by Ray Dyer, it allows you to play through a couple of shorter, atmospheric conversions of Pen & Paper modules with the same party, and you're free to choose which adventures to play in which order.