I started with Sound and the Fury. Didn't turn me off one bit - quite the opposite, it opened the door - but I totally understand how it might make people reluctant to try others.
Personally Absalom, Absalom may be my favorite. As I Lay Dying is amazing in its own way. Light in August is so beautiful and tragic. I haven't read Sanctuary, and i have ahard time getting into The Reivers, but I think I'm due for my annual retry.
I also have his Three Short Novels and a huge collection of stories. A Rose for Emily still hits me every time...
I remember when I first read it. Stuck with me for a long time. Both the content and the prose. I'm way overdue for a revisit.