I watched an episode back when the Sci fi channel used to air these and really liked it. Where do I start when it comes to the dvds?

You can start with really any of the sets. I would personally go for ones that offer shorts collections. Volume 2, Volume 3, and Volume 6 offer one disc each full of short films which is one of my favorite parts of MST3K.

And as a beginner, "Mystery Science Theater 3000 The Movie" wouldn't hurt.

I don't think it really matters. Episodes stand alone. So start with whatever dvd's are cheapest, or catch your eye. Also check out www.rifftrax.com if you wanna see newer movies riffed by some of the people from MST3K

And Cinematic Titanic if you prefer movies similar to MST3K.

A bunch of individual episodes are available on Netflix streaming.

Just keep in mind Joel can't control where the movies begin or end.

Also some of them have gone out of print due to rights, so if you really get into it you might have trouble finding some of them.

I'll second that you may want to start with some of the sets that either have or are rumored to be going oop.

There are also many 'tape traders' still out there, operating under quasi-legal/permission.

I'm still amazed that no one has ever found (and spread) the missing first three KTMA episodes.

Here is the definitive episode guide online: http://www.mst3kinfo.com/episodes/index.html
Also recommended is the still quite amusing Amazing Colossal Episode Guide available used on Amazon.
Also check out the MST/CT/RT thread on this very site.

Thank you, won't you?