Best for mostMoncrieff / Kilmartin / Enright · 1992
For most readers the Modern Library translation — Moncrieff, revised by Kilmartin and Enright — is the way in, and you start with Swann's Way (volume one of six). It's the lush, classic English Proust, updated against the definitive French text. Don't be daunted by the whole; begin with the first volume. This is where I'd start.
Most modernLydia Davis (Penguin) · 2002
The Penguin set uses a different translator per volume — Lydia Davis's Swann's Way is the celebrated opener: cleaner than Moncrieff and sharper on Proust's comedy. The catch is that U.S. availability of the later volumes has been uneven. The modern choice for volume one.
Marcel ProustIn Search of Lost Timetr. C. K. Scott Moncrieff
The free classicC. K. Scott Moncrieff · 1922
C. K. Scott Moncrieff's original 1922 translation is now public domain and free — including that famous first line. It predates the modern revisions, so it's a touch dated, but it's the translation that made Proust in English. Free, and a real way to start.