All of them. I say this as someone who does own all of them and have beaten BS 1,2, Infinite as well as FO3 (can't recall if I beat NV tho I definitely get very close), does anyone actually beat Skyrim or just wander? What order you play them in is your choice but keep in mind that FO3, NV and Skyrim are all Bethesda games with FO3 and NV having basically the same engine and Skyrim using a much more advanced one. Also as noted you can jump in and play Bioshock pretty easily, whereas the Bethesda games should be something to savor slowly, wandering around, etc. So I'd say start with BS1 if you aren't looking for a lengthy huge game to get into and if you are I would start with FO3. I noticed that you did not specifically mention FO3, however if you haven't already played it I would pick it up and play before NV. People go back and forth on which to play first but FO3 came out first so there.
But again, the answer is all of the above.
But again, the answer is all of the above.