Stephenson has definitely gone through three distinct phases. "The Big U" and "Zodiac" were his early works and are difficult to categorize (so I won't even try). "Snow Crash" and "Diamond Age" were pure, brilliant cyberpunk. "Cryptonomicon" and his Baroque Cycle series ("Quicksilver," "The Confusion," and "The System of the World") are more historical novels. Cryptonomicon was a transitional novel, so it incorporated some cyperpunk aspects with historical novel aspects. Regardless of phase, all of Stephenson's novels are consistently clever and well-written.

Which book you should start with will depend upon what flavor of books you prefer. I started with Snow Crash, which had recently been released in paperback at that time, and it's the only one that I've reread multiple times (but then I'm a cyberpunk kinda person). It's a good, fast read. If you have environmentalist tendencies, you should definitely start with Zodiac, which is another good, fast read.