Recommend a first Magical Girl Show?

[Prime32]

The Episode cap is a bit harsh, but it wasn't intended to be strictly followed. I'll amend it to thirty episodes in the OP.

The standard unit of anime length is a "cour" of 13 episodes, with a single broadcast season lasting two cours. Most anime are either one, two or four cours long - if it has more then it's likely divided into multiple seasons, aimed at young kids, or based on an ongoing Shonen Jump manga.

Pretty Cure/Precure looks like a good example of (what I think is) a magical girl show. Its biggest problem is its length as each season seems to last for fifty episodes. Does each season happen in the same continuity as the others?

Precure generally follows the same logic as its older sibling series, Kamen Rider and Super Sentai - each show is in a separate continuity but there are a lot of crossover specials where everyone suddenly knows each other. And I'll second that Heartcatch is the best series.
EDIT: Separate continuities except for the sequel seasons that erikun mentioned above. Also worth noting is that Splash Star takes a lot of influence from the original series, while the current season (Happiness Charge) takes a lot of influence from Heartcatch, so it's probably not a good idea to watch them one after the other.