Due to the fact that western fans have no idea that Persona 3 was a sequel, or that Avatar Tuner isn't an SMT game, or Devil Survivor (oh, I'm sorry, Deba Sabaiba Wan.. I hate you Japan) among many others, Atlus do this to promote the franchise's name in the west because it's not that well known (Persona is. Not SMT).
Here's just one series/spin-off:
Shin Megami Tensei: ...If, a collection of two games, If... and Hazama's Chapter, take place before SMT 1, and also as a kind of "what if" situation. In it, Tamaki - the first female protagonist of the series, who also makes an appearance in Persona: Revelations/Ibonroku and Persona 2: IS+ET - and her classmates are stuck in the demon world. It started off as a point for the Persona series, the characters being gaurded by beings of the ethereal realm, which would later evolve into the concept of "Personas" in alter games.
With this also came the Summoner series, which consists of four games: Summoner, Raidou 1+2 (only SMT in the west) and Soul Hackers (which was recently re-released for the 3DS, for those interested. It's a great game. Also an unfair one) and from there, turned into the quaint little game more known for having a shitty localisation than its actual quality, Ibonroku, also known to the west as Persona: Revelations.
The "Revelations" part was actually what SMT was known in as the west... Last Bible, various little games, and possibly the quickly-scrapped localisation of Majin Tensei (Hoo boy, that's a whole 'nother 3 paragraphs)...
Honestly, go to this wiki [megamitensei.wikia.com/‎] which mostly contains info about the games only released in the west because Atlus hates its fans.
Edit: Honestly, it doesn't matter what order you play the games in. Seriously, just keep Nocturne for last, the Devil Survivor (DEBA SABAIBA) games are pretty heard to get into (like being beaten with a block of cement. A great tone-setter for the series: God is evil and paganisn is actually a red-neck christianity, which is actually true, and UH OH DIFFICULTY SPIKE) and have some very good pieces of art by the author of Durara... pretty much every corner of the franchise appeals to someone.
Just keep Nocturne for last. If you want a taste of Nocturne without ruining it, the Avatar Tuner games (SMT in the west) are a great starting point.
Edit Edit: There's a compilation of 1+2, based on novels by a pervert (a girl gets raped by Loki in the form of a slime. Another has sex with Loki and bears his child. The first girl is naked on most covers... Think about Loki; atleast 8 foot, purple, fanservice-y...) were ported to the SNES under the name of Kyuyaku Megami Tensei (If I'm right, it means something like "The Godly Tales of My Classmate", though don't take my linguistically-challenged word for it. Megami Tensei means "tales of the goddess", and "kyuyaku" means classmate, so its actual meaning is up to interpretation). Play those first, mostly due to the fact that they're the first game in which you could actually capture enemies and use them as allies in the form of a monster-catching games.
Then, Pokemon did it. Except it wasn't educational, and it was simplified as hell.
Then Atlus did Pokemon and I think they did it better... mostly. The Devil Children series arrised, and it introduced many younger fans to the franchise. Against, Revalations/SMT in the west.
Honestly, my favourite part of the whole franchise is the first SMT game, the only area you're not attacked. I don't know if it's reverse psychology, or the fact that I'm not being attacked every 2 steps.. but it scared the hell out of me. "Wow, I moved through a room without leveling up atleast three times... something's wrong..."