Don't judge Discworld by the first book. Pratchett hadn't hit his stride and the Rincewind books aren't as good as the rest (IMO) anyway. The City Watch and Witches ones are great, and the further into the entire series you get, the more commentary on society there is. In fact some of the books could do with more light humour.

I'd say avoid Eric (boring) and Small Gods (nasty and humourless). Some prportedly for teenagers (the Tiffany Aching series and The Amazing Maurice and his Educated Rodents) are just as good as the others and have as much depth.