I can say from experience that running Better Than Any Man with the free Rules & Magic is great... I was running that (first time OSR referee) for my group a few months ago, and we all had a blast.
I haven't run any of the other modules yet, but here are my top five from just reading through them:
1. Tower of the Stargazer: An interesting location for players to explore and a great way to start a new campaign.
2. The God that Crawls: I really want to throw some players into this sometime. Bunches of weird and dangerous items for the players to mess with... if they can out maneuver the monster in the maze-like dungeon.
3. Quelong: A small hex-crawl map with lots of weird stuff to explore. Once you've run players through Better Than Any Man, the survivors and new characters can be sent off to Quelong.
4. Hammers of the God: One of the first modules I purchased. Thought it is more traditional fantasy rather than Early Modern period, it is just great weirdness and exploration.
5. Weird New World: Because once my players gain enough levels and resources, I want to put something really interesting out there in the vast frozen north and see if they can figure out how to find it. This is a huge hex-crawl type adventure with lots of empty space, and I am looking forward to one day seeing players figure out how to navigate a ship and crew across the expanse of ice and the dangers that lurk amid the mountains and tundra.
But it really depends on what you want the modules to accomplish for you.
If you want small, simple stuff to add wherever needed, then get these: 1) Tales of the Scarecrow, 2) A Single, Small Cut, 3) Lamentations of the Gingerbread Princess.
If you want weird dungeon locations, then get these: 1) God that Crawls, 2) Hammers of the God, 3) Monolith from Beyond Space and Time, 4) Tower of the Stargazer.
If you want hex-crawl maps, then get these: 1) Quelong, 2) Weird New World, 3) Carcosa, 4) Isle of the Unknown.
I would play through some of Better Than Any Man first, then figure out what direction you want to take the campaign (or future campaigns), then buy some modules that fit what you want to do.