I recommend you buy BG1, first. The reasons are many, but here are a few.
1) Playing through BG1 will give BG2 even more depth.
2) Starting with BG1 will give you an overall impression of WEIDU games without spoilers.
3) Having played BG1, you will be champing at the bit to play BG2, and you won't be sorry.
4) Starting with BG1 will allow you to fully appreciate the other WEIDU games for what they are.
5) None of the above holds true if you make your first game one of the others.
In short, BG1 is about the only WEIDU game you can start with that won't have a negative impact on your enjoyment of one or more of the others. If you don't start with BG1, you will probably enjoy the game you pick, but you may not enjoy the others as much as you would have otherwise. If you are going to get BG2, anyway, try to get both at once so that you can play BG1 in the BG2 engine and continue the entire story unbroken.
Your other "buy one for now" option would be Planescape Torment. This is because PT is so different from all the others. Playing PT is like being a character in a novel. When you play the other WEIDU games, you'll have to keep in mind that they will not have the depth of story that PT has and adjust your expectations accordingly.
-Khalaq
Post edited December 15, 2010 by Khalaq