Up to you. In a way I'd recomend anime first because it seems awesome on it's own, but the OVAs are FAR superior.
See, it doesn't matter story-wise. The first 2 (of 4) episodes of the OVA are the same exact story as the majority of the episodes of the anime (there's a reason, it gets complicated.) But the OVA did a FAR superior job.
So I'd actually recommend the anime first so it doesn't seem half as bad as it really is. Plus, the music is fucking win.