I ordered the game today with the expansion. With four players, should we bother playing the base game, or should we jump right in to the expansion? I've read that the expansion only improves the game.

The expansion gives you more options, and there is nothing wrong with playing without it.

I would say, play without the expansion, and then after some plays, try the variant cards in the expansion, and/or the horned rat.

Start with the base game. The Skaven require an understanding of the game to work properly and are effectively the advanced cards straight off. So I would recommend you learn the game for a few plays to see how the mechanics work, then whatever.

 Because at the time when I decided to buy it my game group was typically 5 people, I got it with the Horned Rat right away. 

Really it doesn't really change a whole lot. You just get a new god option and if you want a variant cards for the others. 

I would agree though that the Horned Rat's strategy is a little trickier for first time players. (Unless you're my wife in which case stop being so damn smart) :)

 I do think this is a good expansion to start with actually.

The option for 5 players is increased flexibility -- and the new chaos cards rewrite the game more than they add to it since theyre replacement. So if you start with the expansion, you're basically just learning a different game, not a more complicated one. If you prefer the base game's chaos cards they're still there and you're free to use them as well, so no loss there

The rat's strategy and tactics may be unique, but its basic gameplay is actualy quite simple and easy to get up and running with

And the base game's main flaw is that the upgrade cards are just plain uninteresting. Horned Rat solves that problem.

 Start with the base the expansion will only give you more options also once they got the basics down the rest is a piece of cake