I started with the Percy Jackson series because it seemed much more manageable - 5 books, approximately 300 pages per book versus Wheel of Time with 15 much lengthier books. Plus Percy Jackson is young-adult-lit, which makes it a quick read with lots of action!
In a lot of ways, Percy Jackson is much like Harry Potter. The title character is a pre-teen boy who is a year-older in each successive book. There is a prophecy that predicts that Percy will have to be the one to defeat evil and like Harry Potter, alludes to him needing to die to accomplish it. Instead of a secret world of magic, there is a secret world of greek gods and demigods, a.k.a. half-bloods, who are children of the gods. While it didn't come quite to the level of Harry Potter, it is a fun fantasy world and I imagine that my middle-school-self would have loved all the mythology!
I haven't started the Wheel of Time series yet, but my husband tells me it is quite good. It is lengthy and has a higher reading level than Percy Jackson, so I don't imagine it's one I can read while watching the kids in the backyard! Its appeal is more high school to adult versus middle school and up with Percy Jackson. Wheel of Time is similar to Lord of the Rings in terms of creating a very large fantasy world with a huge cast of characters. I look forward to reading it!