Sharpe I found to be hit and miss. I'd agree with the suggestions of the Wilt series and The Throwback, but most of his other stuff (that I've read) left me cold. Perhaps I was a bit young at the time.
Pratchett is a difficult one to get started with – you really need to read The Colour Of Magic to get most of the concepts explained, and it's his worst book. After that, continuity is loose.
Big fan of Robert Rankin, but I'd disagree that 'any' is a good start, it's an aquired taste. I'd suggest The Hollow Chocolate Bunnies of the Apocalypse as a good standalone.
Douglas Adams should be essential reading.
+1 for Christopher Brookmyre, recently discovered him and he's ace. There is a vague continuity again though, worth looking on Wikipedia or somewhere to see what follows what.
Tom Holt, Robert Asprin, Andrew Hardman, all very good.