I know there are five or six Pratchett books still waiting for me. I've only ready 32 or so, albeit several of them many times.
There are still a few I am saving for when I really need them.
The simple truth is that Pratchett is an extremely gifted man who works very, very hard. He's somewhere between Tolkien and Jonathon Swift - no mean company.
In most libraries he's found in the "fantasy section". I don't think he objects, it's a fair place for books of an imaginary world featuring Cohen the Barbarian, DEATH, Wizards, Witches, and Werewolves. You can read his books as lighthearted fantasy with intermittent dark bits and remarkably good writing.
Or you can read his books as page turning thrillers that will grab you by the throat while the children cry for food and your eyes bleed for lack of sleep.
Or you can read the books as satire, sometimes dark satire, but always compassionate. Even the Auditors have moments, typically before they self-destruct, of sympathy.
Or you can read them as meditations on suffering, mortality, pride, the just life, death, religion and the nature of evil. These topics crush many a fine writer, but Pratchett weaves them in his tales with a deceptively distracting leavening of English humor.
You owe it to yourself to read him. You can start anywhere, though I have a soft spot for Small Gods, Mort, Lords and Ladies, and Night Watch. Pratchett doesn't weaken over time, he just changes his focus. Good all the way through.
Incidentally, although he's been popular for years and is justly wealthy from his work, I only found Pratchett through reading Vinge's Rainbows End. Vinge's protagonist is recovering from Alzheimer's disease, and gets entangled in a meme war between Pratchett's progeny and lesser imaginations. Vinge is a Pratchett fan, I like Vinge, so I tried Pratchett. Thanks Verner.
Which is where the circle closes. I've been meaning to write this post for a while but it was a post by another guy I read that brought it out. John Hawks likes Pratchett, and he writes about how Terry Pratchett describes his Alzheimer's. Yeah, Pratchett has the same affliction as Vinge's character.
Great writer, mortal man, the books live on.
Oh, and to help you get started. Try this. It's the library associated with my Google Profile. Click on a book. On the right side, see the link to find the book in a library. That takes you to a WorldCat page (might have to register for a WorldCat account, it's free). There I see it's not in our Saint Paul system, but I can pick it up from the Minneapolis system. (We're all integrated here.)
Bet you didn't know you could use Google Books to order pickups from your local library. Even I'd forgotten -- until now.