Doesn't really matter where you start, but I'd definitely recommend a mix of old and new - hard to appreciate either without the other. For new (-ish), I'd suggest starting with the colour TPBs of America, Total War and The Pit - this is a good mix of police procedurals, crazies, explosions and more thoughtful looks at Dredd's world, while introducing a lot of the current supporting cast. For old, Casefiles 4 and 5 set the scene nicely bookended by two great Dredd epics in The Judge Child and The Apocalypse War, and without getting derailed by the frequent clangers that can be encountered in the earlier casefiles. If you get all that down you, and still have an appetite, the world is your oyster.
Oh, and don't forget to pick up the weekly. That's really the best way to start, but you'll be getting a lot more than just Dredd.
And welcome!