Oh. The shopkeeper told me that apart from Colour of magic and Light fantastic were somehow tied together with story and the others were quite independent, only familiar characters would appear.
So I guess I need to get more of them (not that is a bad thing, just money is the issue).
He lied theres a few long running story lines in order of appearance..
Rincewind and the wizards (CoM)
Death (He appears in every book so I'll include him here but he really starts after the witches in Mort..)
Granny Weatherwax and the Witches(Equal Rites/Wyrd Sisters)
The Guards (GG)
The History Monks/Lu Tze (Small gods though he's everywhere and pops up in various storylines)
Susan Sto Helit (soul music but her story starts in Mort)
Moist Von Lipwig (Going Postal)
There are stand alone books, Pyramids, Small gods(though can technically be seen as a lu tze book), The Truth (though this involves the guards)
You can read them out of order but you'll find yourself itching to go back to the earlier story books to find out how certain events happend...
::edit:: Theres also a number of childrens books set in DW The Amazing maurice (a retelling of the pied piper of hamlin) and the tiffany aching books(could be seen as part of the witches and guards books)