Definately OG first.
Although most of them are easy, they're at least real GMAT questions and would give u a feel for the types of questions asked in GMAT.
(btw, I heard Kaplan 800 is for challenges so if you want to start off with easier probs then OG)
Unless you have a poor mathematical background and are horrible at problem solving, you can solve most of the problems in OG without much difficulty.
And personally, I think the strategies that books of the like TPR and Kaplan teach are really the basics that anyone with some mathematical background would already know... They do teach some shortcuts but...well I've never found those books useful in terms of learning how to solve problems ever since I used their books for SAT. I would just use them to solve more problems...
TPR loves to use this Joe Bloggs guy...but I think he's just plain pathetic.
They tell you to use POE and make "educated guesses" to maximize your chances but everyone knows that...who would blindly pick an answer even if they're stuck???
If you're aiming for something above average, I suggest you don't adhere to their "shortcuts" and tricks much. Build a strong, solid prob solving skills.
Good luck!