I haven't read any of Powers' novels yet, but I do have The Anubis Gates, and The Stress Of Her Regard in my TBR pile. Which would you recommend I start with?
My problem with
The Anubis Gates was that even though I liked the basic plot and setting, and loved some of the ideas, I couldn't make myself care about the main character -- and by care, I don't mean that I wanted to like him more (I'd have been perfectly happy liking him less), but that I wanted to care what
happened to him and didn't.
On the other hand, I don't recall much connection with the characters in
The Stress of Her Regard either. I loved the idea of it, though.
I would say that of all of Powers's books that I have read, in theory these were the two I should have loved the best, but somehow didn't. The one I should have liked least,
Last Call, I enjoyed tremendously. Maybe it was a matter of higher or lower expectations, and feeling disappointed, or pleasantly surprised, accordingly.
So, as to which one you should read first,
Anubis or
Stress I think you should read the descriptions on the covers and see which story sounds like it would appeal to you personally, because I think they both have a lot of the same strengths and weaknesses, and it would just depend on which plot is most likely to engage your own imagination.