|So which Pilot (US or European) fits the continuity better? I vaguely remember watching this with my parents and just picked up Season 1... The flashback sequence didn't help a lot... Where does Fire Walk With Me fit in?|
The US pilot fits the continuity of the series best. That's the one I would suggest.
Don't watch Fire Walk With Me until you're done with the entire series. It takes places before the series but it's meant to be watched afterwards, as it spoils some plot points.