I'd serioulsy consider picking up 1800 with everything when it's on sale - it's a great game IMO. Though, having everything will be throwing you in at the deep end.I've never played any of the Anno games but I am a Classics geek - well, I used to be - so I'm going to be very interested in this.
1800 is definitely the biggest and most complex of the lot, so that's the one I'd probably suggest.I remember having a brief stint on one of the previous games and enjoying it, think that's an excuse to try again. Any particular highlights across the series (2205/1404/1503/2070/1800)?
2205 is decent, you can tell it's a precursor to 1800 but because of that it falls short of the older style of games IMO.
2070 was my previous favourite, 2 main factions and one sub faction. Also building underwater, and climate affects natural disasters IIRC.
1404 was similar to 2070, no climate to speak of, and IIRC the map is split between north/south with your main faction taking the north and the secondary faction in the south.
Can't remember the older ones.