There is no best book by Alan Watts to read first that make the rest of his published works fall into place more easily. 'Behold the Spirit: A Study in the Necessity of Mystical Religion', of 1947 and 'The Book: On the Taboo Against Knowing Who You Are' of 1966 are both excellent starting points as is 'The Way of Zen'. His autobiography, which first came out in 1972, is also a good jumping-off point. Alan Watts made numerous video recordings which are worth seeking out, too. 'A Conversation With Myself' is available in four parts on YouTube, for example.