Here's the order in which I started analyzing and getting involved in the Wagnerian works:
Siegfried
Das Rheingold
Goetterdaemmerung
Lohengrin
Der fliegende Hollaender
Die Walkuere
Tristan und Isolde
Tannhaeuser
Parsifal <-- My current obsession. Wagner's last work
Die Meistersinger von Nuernberg (I still haven't quite gotten into it)
I don't have any recording of Die Feen, Das Liebesverbot or Rienzi.