The Gardiner issues are indeed of very high quality, so no problems there about any of the volumes so far.
Another recommendation would be for any of the Herreweghe cantatas - maybe the very cheap boxed set available through Virgin which includes the short masses as well as the Virgin cantata disks. Advantage of this series is that Herreweghe is picking out the best cantatas, rather than just recording all of those associated with a particular Sunday in the church year, which inevitably can lead to some less than stellar music along with that of the highest quality.
If you mean what cantatas to start with then that opens a brand new area of discussion for this thread! There are those that have always been "popular" (as far as this music can ever be said to be that) such as BWV 80, 140, 147, 51, and they are all of the highest standard. I have a particular liking of 161 and 170 but that is maybe because they are the first I ever heard!
What about just going for music of the season, which would lead you to the Christmas Oratorio (the Jacobs version is very good as Bunnyears suggests) or maybe the Koopman boxed set of Christmas cantatas taken from his ongoing complete set and available at a cheaper price. There is also the Herreweghe set of Advent cantatas 61, 62 and 36, and the excellent double CD of the Leipzig 1723 and 1724 music for Christmas Day and the day after Christmas (91, 121, 133, 63 and the Magnificat).