Depends. If you enjoy old adventure games and RPGs, you can play the earliest two entries in the series which came out in the late 80's/early 90's. The original Rance I has a workable translation and the remake of Rance II (Rance 02) has a decent translation as well. But it isn't necessary - there's a "digest" version of these games that basically sums them up for you and tells you all you need to know, so you don't have to play them. The Rance 1/2 Digest comes with Rance VI (it was created for newcomers to the series so they can understand who the characters are without having to play 20-year-old games)
Rance III has a real translation but it's also an old RPG. It's not exactly fappable and it's very old, the comedy can be funny and charming and I recommend the game, but if you can't handle old graphics then skip it. There is a remake, Rance 03, which is a great game in its own right but sadly there is no translation. If I were you I'd look up the plot to this game if you aren't going to play it, just so you understand what happens.
Rance IV is much in the same boat. The graphics are better and I think some of the CGs are actually fappable but it's still retro. However its plot is very self-contained, you don't really need to know much of what happens here other than the setting info they tell you in the intro video, funnily enough.
Rance 4.1 and 4.2 are budget games which were made during a troubled time for Alicesoft. They are completely optional, if you're a super fan like me you'll definitely play them but otherwise they can be skipped. Frankly, they don't bring much to the table and are a pain in the ass to even run.
Kichikuou Rance is like the Final Fantasy of Alicesoft. Alicesoft was pretty much dying, so instead of stretching out their flagship Rance series any longer, they blew their load and threw all their ideas and setting material into one final, huge game. The result was a masterpiece that saved the company. However, this game isn't canon. It's also made in the 1990s. It's a conquest game where you take over the world so it's kind of similar to Sengoku Rance in a way. I highly recommend it but if you just want to play the modern games, it's not necessary at all. Personally, it's best to go back and appreciate this after you play the modern games.
Rance 5D is a short game, originally it was meant to be a return to form for Alicesoft after a hiatus, and their first Rance game with truly modern graphics, but their project had lots of bad bugs, and after three failed attempts (5A, 5B, and 5C) they finally released this game. It's a quirky little thing, either you love it or you hate it. Since it has modern art the H-scenes are definitely fappable, but because it's basically a short game its plot is very self-contained and its combat system is simplistic. However, it comes in a bundle with Rance VI, it's translated, it's uncensored, so there's no reason not to at least try it. I'd give it a go just to learn about the characters in the story before you jump into the sequel:
Rance VI is the first proper modern Rance title. It's an actual full fledged RPG dungeon crawler with modern art and h-scenes. Definitely play this, and I recommend you play it before you play Sengoku Rance since it introduces a couple of characters. But it isn't strictly necessary, since most of Sengoku Rance's characters only appear in Sengoku Rance and aren't from previous games. Most anons found out about Rance through SR and played it first, so there's nothing wrong with doing that. But now that Rance VI has a translation there isn't really a reason to.
So TL;DR my recommended order:
If you like retro games:
I > 02 > III > IV > 5D > VI > SR > Slash! Thrust! Burn! (Side game made by a fan) > KR > 4.1/2 if you feel like it
If you don't:
Read 1/2 Digest > 5D > VI > SR > STB > KR
If you can read Japanese of course I recommend you just play 01>02>03>IV>5D>VI>SR>STB>Rance Quest Magnum > Rance IX > The Waiting Game
