Personally, I went all the way back and read the chapters the both anime's covered. I enjoyed revisiting events in their original format. If you aren't that much of a purist (can't blame you!) chapter 29 begins right after the events of Il Teatrino, but much of it is covered by the OVA's. Still, I would start with 29.
Also, consider swinging by Cyborg Central, the Gunslinger Girl forums! Its a great GsG community with some in depth discussion and awesome fanworks (if you are into that).