I've never been a fan of western movies and have never heard any western radio shows. Which episode of which series would be the best place to start?

"Gunsmoke" and "Have un Will Travel" are generally considered to be the two finest dramatic radio westerns. I'm not familiar enough with either series to reccomend a specific epsiode, although Radio Spirits sells relatively inexpensive compilations of both series.

Actually, I recommend either "Gunsmoke" or "The Six Shooter". Stay away from "The Lone Ranger" until after you've listened to a few other radio westerns, though; the radio version wasn't that great, IMHO.

Thanks. In fact, I did listen to an episode or two of the LR and wasn't impressed enough to listen to more.

I'd say the "adult" Westerns hold up much better than the kiddie shows. The better shows like the two named above, plus "Fort Laramie" (Raymond Burr) have superior scripts, acting & production.
To modern ears, "Lone Ranger" comes off kinda lame, though I still like some of the TV episodes.

I go with "Have Gun, Will Travel", and "The Six Shooter".

How can you people forget Frontier Gentleman? This series managed to combine the grittiness of Gunsmoke with the surreal weirdness of The Six Shooter.

My favorite is Gunsmoke. Of the "kiddie" westerns, The Lone Ranger is okay if one considers its audience (and it is one of the few to have a non-annoying sidekick in Tonto). The excesses of the show are obvious (incredibly long intro, overbearing announcer [Fred Foy has a great voice though], and obvious scripts (it seems like the prototypical LR is a long, obvious buildup, and then the LR walks in and resolves it in five seconds).

"Hopalong Cassidy" is a surprisingly fine kiddie western.

Does "Tales of the Texas Rangers" count? Or is that a Cop radio show, given it's modern setting?

Interesting call. "The Roy Rogers Show" was also set in the ostensibly modern west.