I picked 'Anthem' to get a feel for Rand's work before commiting to something as hefty as 'Atlas Shrugged'. I'm now delving into 'The Romantic Manifesto' and 'Shrugged'.
I really enjoyed this book but could be biased as I'm a huge fan of dystopian works.
I first heard of Rand while watching a BBC documentary called 'Watched Over By Machines of Loving Kindness' and became interested in this controversial woman and her work. A definite must-see if you're into this kind of stuff and the effect it has on society.