Considering that Theif is a reboot, and X is a stand-alone story, it doesn't matter where you start.
Having said that, playing Xenoblade Chronicles for Wii will give you a background into the mindset of X's creators.
Likewise, if you can deal with older graphics, hit up Steam for the old Thief games. I enjoyed the heck out of the 3rd one, which was my first, and it wasn't too much to catch up on story.