I have to say, my favorite Pratchett books are the Tiffany Aching ones. So that'd be:

*Wee Free Men
*Hat Full of Sky
*The Wintersmith
*I Shall Wear Midnight

Anything else with Granny Weatherwax and Nanny Ogg makes me happy too. I just found they made a board game out of the witch characters. I stumbled upon it in my favorite little bookstore today, and would have bought it if it wasn't 50 bucks.