I'm a completionist, so I like to start at the beginning and watch them in order. I haven't however seen the movie. I don't think you need to. The series recaps pretty much everything you need.
In terms of just selecting random episodes, I don't think you should do that. Pick a season, (probably one of the earlier half, maybe start with 1 or 2) and then watch from there. There are points where episodes hark back to a previous episode, but there's not too many of them though.