For a guy who has played none of them (and I'm hoping someone hasn't already asked this), which is the best one to start out with IYO?
I would personally go against Lard's recommendation and go on the opposite way of Nocturne. It is good but I think it is bit too frustrating. It's one of those games every encounter can kill you and most bosses certainly will kill you.
Aside from that I think Nocturne has a lot of good things in its favor, but for someone starting in the series I'd recommend P3/P4 or even Digital Devil Saga (which I have only played a little but seemed much easier to get into than Nocturne).