Just my personal experience, but I also have all three games/expansions.  I started with Dreal Lords and didn't move on to Dark Avatar until recently.  I'll eventually take on Twilight when Dark Avatar gets long in the tooth. 

I figure that it's pretty good value for money to do it this way.  It's essentially 3 games for the price of one.  Especially when you look at what new games cost compared to all 3 of these.

Have fun either way. 

I really would like to advice people to start with DL and work their way through the expansions for a true grasp of the game and how it has matured. But it can be daunting, after learning the intricicies(sp) of DL then move on to DA and have to learn the game again, let alone having to finally progress to TA.

If you have never played the game though, i think the new tech trees would be easier to live with without having learnt the originals. I still havent come to terms with TA....I still enjoy DA too much.

I can see a downside to jumping straight into TA though...Once you learn that and like it, i could very well see that you would play either DL or DA once and then quit the game only to go back to TA, it's so much more a feast for the eyes than DL/DA.