I'm collecting the Megami Tensei games, so I'm very willing to answer any questions I can about them (have done lots of research). The first game released in the U.S. in the series was actually Jack Bros. for the Virtual Boy, which was just a spin-off game (to put it in FF terms, think spin-off like Chocobo's Tales).
Basically, the games can be played in any order. Again, think FF (the games aren't that similar, just know people are familiar with how they work) and how you can play FF6 without playing FF4 or FF5...each one has different protagonists even though they all take place in the same or similar universes.
Specifically on Devil Survivor: Overclocked, it's a remake of Devil Survivor for the DS (lots of extra voice acting and an extra day, I'm not through it yet) but the game was the first in it's branch of the SMT games.
I would honestly suggest starting with at least SMT games. Going back and playing the Megami Tensei games (Japan-only releases, btw) is like playing Grand Theft Auto 1...fans get something out of it but if you aren't a fan, the lack of polish might turn you off of the whole series.
I really loved Persona 3 and that's what got me into collecting them, but Digital Devil Saga, Devil Summoner, or Devil Survivor are fine places to start too. I would not personally start with Strange Journey since it's got a Sci-Fi element that the other games don't have and doesn't really show you what the series has to offer.
Let me know if there's anything I can clarify or help with!