Dammit! Now you've got me rummaging through my collection. Hmm lets see... Oh, seems like I'm missing Thud. 
Anyway, here's a couple of titles in no particular order that deals with Ankh-Morpork. Some of them may have heavy references to other characters, I can't really remember the details.
I think these two have little reference to previous books.
All these involve the Watch and Vimes so I'm not really sure how good starters these are, though I guess Guards! Guards! if you want to introduce Vimes properly. On the other hand, I never read Discworld in any kind of order and when I found out there were books that dealt with things that had happened earlier on the timeline, it only spurred my interest more.
I must admit, I didn't really like Vimes when I first encountered him but I've grown fond of him over time.
I've intentionally left out the books that deals with the witches and magicians. Not really that exciting unless you know the world to begin with in my opinion.