The Smallest Minority on earth is the individual. Those who deny individual rights cannot claim to be defenders of minorities. - Ayn Rand
Guards, Guards is good, I think it's the very first Sam Vimes book. Yes, he started low and worked his way up.
Men at Arms might bug you until you realize how much Pratchett's attitudes have changed by Knight Watch. Could be a little bit of experience in gun-free (Beautiful island where) Great Britain (used to be) tought him a thing or two?
I consider 'Men At Arms' to be something along the lines of a mathematical proof. Take a proposition, assume that it's true, and work out the consequences of that assumption until it leads you to either a) a complete, workable set of rules to apply to reality, or b) somewhere ridiculously impossible.
The moral of the story is that Carrot must be an evil white conservative, because his weapons don't kill unless he chooses to make them do so.
I read "American on Purpose" when it first came out, and enjoyed it very much. It cemented the impression I had of Craig Ferguson as the kind of guy we are glad to have had immigrated here.
for used books, I've found Amazon Marketplace to be an excellent source.
The entire arc of the Watch novels makes a lot more sense when you realize that Pratchett started out with the intention that Carrot be the main character and Vimes be a minor, perhaps throwaway character. Over time he realized Vimes was much more interesting than Carrot and that he had already taken over the series.
I'm also with GoF, Men At Arms isn't so much anti-gun in message as it is entirely explicit within the universe's rules: Discworld runs on narrativium. Make it a narrative truism that guns think for themselves and cause violence, and the plot is the expected result. Hogfather is much more explicit regarding a weapon that runs on belief, but it doesn't cause the reader to trip up because we already accept that this is how the world works in a child's mind and the way childrens' minds work is the plot hinge of the book. Personal weapons are treated much more realistically within the rest of the books, with variants on bow-driven weapons filling most if not all the niches that guns occupy in reality. Jingo even (briefly and posthumously) introduces a character that most of us will recognize from gun forums...
Not that I'm positive Sir Terry never changed his mind and that this isn't reflected in the books, but MaA isn't as anvilicious when taken within the Discworld context as some seem to think.
I didn't know about Pratchett until seeing this. I did some digging and thought this guide might help folks navigate his discworld series.