The first collection of Order of the Stick comics. Starting even before the website.
In universe, that is. He added new strips to make it start as a story, instead of beginning with the gag-a-day comics that he intended to lure people to his site with, in hopes they would go on to the important stuff, the gaming articles. (Best-laid plans there.) Now it starts out with the explanation that it is not just a third-rate Lord of The Rings rip-off (though, yes, of course, it's that).
He has commentary explaining that, and the transition to the plot-based stories that really kicked in with the Linear Guild. And how he came up with the character types when it was just the gag-a-day one, for the jokes he wanted to tell and the straight man to them all.
But in the classic style, we have the band of adventurers running through an underground complex killing things and taking their treasure, leading up to the big challenges of the dungeons -- and setting up a more complex campaign to follow. Cheerful, adventurous, full of surprising twists.