Several translations are available: the two relatively recent ones by Edward G. Seidensticker and the newest by Royall Tyler. It might be best to start with an abridged translation.

Cao Xueqin only wrote one novel, but it's justly known as China's greatest, and the best translation is "The Story of the Stone" by David Hawkes. It might be best to begin with an abridged translation known under an alternate title: "Dream of the Red Chamber"

I started with the first of the Barchester novels, and have kept on going. (My being unreligous was no obstacle to enjoying them). Most recently I read The Way We Live Now, and found it to be my least favorite.

Dickens was one of my favorite authors in high school. I was gloomy and liked Hard Times' gloominess. I liked David Copperfield but one voracious reader complained that the unabridged version was just too long. Great Expectations is my favorite, but when one reads it without subscribing to the notion that the protagonist is slated for great things, one misses the whole point. I vote for starting with Oliver Twist.