While I really want to suggest you start with Halo: Reach as I feel it's a really good stand-alone story and is by far my favorite Halo game, you'll likely want to start with CE and play your way through the MC trilogy first. My suggested order would be: Halo: CE, Halo 2, Halo 3, Halo: Reach, and then Halo 4 (you can throw ODST in after 3, but I never bothered to actually finish it)
That being said, if you're a more story driven gamer it might be worth it to start with Reach. As long as you're not bothered by jumping from a more modern game to a game over a decade old and shows it, you might enjoy the insight Reach gives you before starting Halo: CE.