Is there any particular order in which one should watch the movies of Marvel Cinematic Universe? Why?

Except for maybe Guardians of the Galaxy, which stands alone from most of the movies, Captain America: The First Avenger which time skips at the end and the Defenders Netflix series which tend to be very separate from the cinematic features, the movies are very very event specific. It is best to view them in release order. There is little if any jumping around in the time line so you will miss things if you dont see it in that order.

That said, even GOTG should be seen in the timeline, as the Thanos reveal will be spoiled in the Avengers stinger. But it would help explain why the Tesseract is so important.

The Defenders series, SHIELD, and even Agent Carter can be seen in mostly any order, after seeing Avengers, the end of Phase 1. There are very minor chronological events in Daredevil Season 1 that are hinted at in Jessica Jones season 1. SHIELD can be ignored as the MCU mostly ignores it.

Captain America: The First Avenger can be seen before Avengers at any time.

Watch them in the order they were released, that's how they were designed to be watched.

Source: https://www.cnet.com/how-to/marvel-cinematic-universe-timeline-avengers/

Updated answer.

This one addresses only the 22 MCU films and is the suggested watching order from Marvel Studios: The First 10 Years

The years, obviously, relate to the time at which the films were set and not release dates.

Article source - BBC

Technically the main events of Ant-Man and the Wasp happen before Infinity War, but we suggest you watch it afterward to fully appreciate the post-credits scenes, which takes place later.