2 is a great starting place, and is considered by many the best of the series. I suggest you start here.
Anniversary edition is 2 remade in 3D graphics. From what I've heard (haven't tried it myself), it's true to the original, with some slight modifications. Still I suggest you begin with the original 2; it has aged well.
3-4 use a different engine, and different rulesets. People used to 1 and 2 found 3 and 4 to be different. That said, I played 3 and found it a pretty decent game.