This is, unsurprisingly, also my strong recommendation: chronological order, on a Kindle or similar. At the start, they're just a bunch of interesting random blog posts; my feeling is that they really "get going" around the post "Feeling Rational".
If you don't already have an ebook reader, I strongly recommend one; I hardly buy books for mine at all, but do things like send it PDFs, or use "SendToKindle" to send it longer web pages to read as I travel to work. OTOH I spend around 8 hrs a week on public transport.
Thirding the recommendation for chronological order. I'm in the middle of re-reading them using FBReader on my Android phone. The 6M full sequences with images epub does take a very noticeable time to get loaded into memory whenever the FBReader app has swapped out. Also it doesn't show some semantically meaningful formatting like text with strikethrough. Bullet lists which used autonumbering bullets in the original are converted into plain bullets, but the subsequent text sometimes refers to the missing numbers.
I am a relative new-comer to LW, and I have read ~half the articles in the core sequences, but I think I have not been optimizing for comprehension/retention while reading them. Could some more experienced members of the community give some recommendations on how best to read them \(both in terms of in which posts in which order and in terms of the actual reading process\)?
I will periodically edit this post to include some of the suggestions in order to provide the most benefit to future newcomers.
EDIT: Here are the most popular suggestions:
Order:
How to read them: