Otherwise, you'll be disappointed if you watch 2006 first before 2002.
This would be the best reason I can think of to watch '02 first. If you want to experience the story for the first time with better animation, you won't be missing anything by skipping '02 entirely. Although in my experience, the emotional impact wasn't lessened any by knowing what was coming. The Japanese voice actor casts in both seasons are exactly the same, aside from the lead male role of Yuuichi Aizawa being replaced with Tomokazu "Kyon" Sugita. Soundtracks... they both use music from the game, remixed to some extent. I kind of liked '02's OP/ED more -- they were a better fit with the dreamlike atmosphere of the series, and lent it an old-timey charm. Kind of like 30s/40s movie music.
If you do decide to watch '02, look no further than the AnimeINC&Anime-Fansubs version that's on BBT. It's a great release that manages to combine fansub "flavoring" with flowing, natural English, and uses an elaborate multi-colored styling scheme without sacrificing readability.
It's the same with Clannad. First there were the movies with a ridiculous high pacing and then our beloved studio got the rights and made marvelous series out of the games!
Only... the Toei Clannad movie came out during or after the first KyoAni TV series.
Anyone suggests a specific fansub group?
a.f.k and SS-Eclipse are both good groups and are pretty much on par with quality here from what I've heard so either of those should be fine. I personally watched with a.f.k's subs.
Go with SS-Eclipse, their torrents are always up even if it's licensed. <3 Eclipse.
Yeah they're still up, but 48 individual torrents with few or no seeds aren't going to help anyone. IRC would be a better route there.
It depends on your subbing preferences; a.f.k. is more "liberal," localizing certain things to avoid onscreen translation notes. They didn't include the characters' speech affectations unless they're plot-relevant, and uses Western name order. XviD/hardsub/avi only. SS-Eclipse (which I watched) are more "literal," with some translation notes throughout. Luckily they weren't over-literal enough to annoy me. They included speech affectations, and used Japanese name order. Dual-release XviD/avi/hardsub and h264/mkv/softsub.
I would also throw the R1 DVDs (and the rips thereof, like Exiled-Destiny) into the ring -- ADV/Funi's subtitles are similar to SS-Eclipse's, and I noticed no major flaws with them. The English dub is also quite good, assuming you don't hate dubs in general.