The Gal Civ 2 campaigns are good for following the story, if you enjoy that. (I do). The individual missions/maps for the campaign aren't terribly different than the sandbox game, but they tend to start small and limited and work their way up in size/complxity, so following them might be a good introduction to the game and the changes each expansion makes.
For the non-campaign sandox/skirmish game, I don't see a lot of point in playing anything besides TA - it's basically an enhanced version of DL/DA - it's got all the same stuff plus more, so unless you want to play without Twilight's additions, there's not much reason to go back, except for the campaigns.
So my recommendation:
- Play the campaigns in their orignal order: DL, DA, TA
- Move on to TA's skirmish/custom games and/or the metaverse.