The discworld book arganize themselvs into several subseries and few 'independants', based on main character(-s).
The Witches (Equal rights, Wyrd Sisters, Witches abroad, lords and ladies, maskerade, carpe jugulem, Granny also features in the Tiffany series).
The Guards (Guards! Guards!, Men at Arms, Feet of Clay, Jingo, Fifth Elephant, Night Watch, Thud! , the guards, especially vimes, are also featureds in several other books, even if only briefly)
Death & Family (Mort, Reaperman, Soul Music, Hogfather)
Rincewind (Colour of Magic, Light Fantastic, Sourcery, Eric, Interesting Times, The Last Continentl, The Last Hero, Science of Discwolrd I-III)
Several characters from various books make their appearances in other books, or even get a book of their own.
Each book is basically selfcontained (some of them refer to earlier books in the same series, but usually not so that they can't be read out of order), but referances some of the others, making the whole thing more coherent, clearly taking place in the same world.
They are generally quite an enjoyable read.
WARNING: Colour of Magic, Light Fantastic and Equal Rights feel to me as if he was still trying to find his leg with these.
Also consider visiting
L-space.