Read the books in the order King wrote them. The Gunslinger introduces the world with deliberate strangeness; each subsequent book builds on the last. Wind Through the Keyhole, published in 2012 after the main sequence was complete, appears last in this order even though it is set between books four and five.
Read Wind Through the Keyhole in its narrative position, between Wizard and Glass and Wolves of the Calla. King himself describes it as "book 4.5" and it sits naturally there - its tone and nested story structure echo Wizard and Glass, and it does not spoil anything from the later books. This is the preferred order for most readers encountering the series for the first time.