Plato, Selected Dialogues [427-347 BC]
Plato is not only the most important Western philosopher (with the possible exception of Aristotle), he is by far the greatest writer. Even if you dont care for his philosophy, his dialogues are brilliantly composed and often quite lively and dramatic. Most of them feature Plato’s teacher Socrates. Socrates saw himself as a gadfly whose function was to provoke people to self-awareness. In Platos dialogues he usually makes his points not by stating them, but by questioning the people he is talking with in such a way that they themselves are led to come to the conclusion he is getting at. He claimed not to be the inventor of a philosophical system, but merely a midwife who helped others become aware of what they already knew (a notion somewhat reminiscent of the situationists notion of the role of radical theory).
I suggest the following five dialogues: The Apology (Socratess defense before the Athenian tribunal that condemned him to death for blaspheming the traditional gods and corrupting the youth); Crito and Phaedo (which present his conversations with his followers just before his execution); The Symposium (a dinner-party discussion about the nature of love, ending when Socrates strolls off in the early morning hours after having drunk everyone else under the table); and The Republic. The latter seems to focus on what Plato considered to be the ideal social organization, but the text also raises a wide range of questions regarding what constitutes the good life, personal as well as social, what are appropriate forms of education, etc.
Aristotle, Poetics; Nicomachean Ethics
[ca. 325 BC]
Aristotle is drier than Plato, in part because most of his works that survive seem to be more in the nature of lecture notes than finished compositions. But he is also more systematic and more down-to-earth, going into practical ramifications that remain rather vague in Plato. His Poetics, which is primarily about the Greek tragedies, is too short to do justice to the topic (perhaps it literally was just lecture notes). His Ethics (usually referred to as the Nicomachean Ethics to distinguish it from another Aristotelian ethical treatise) is a more fully developed and fleshed out work. In considering what the good life consists of, Aristotle presents the great-souled man as a model. Such a man follows a sort of golden mean in which the virtues are characterized by moderation, as opposed to vices at either extreme (e.g. courage versus cowardice on the one hand and foolhardiness on the other). In contrast to the Christian guilt culture, which tends to see virtue as anxious avoidance of sin and supernatural punishment, Aristotle has a more neutral and matter-of-fact tone, seeing virtue as desirable for its own sake and stressing practical guidelines and habits that tend to promote it. Mortimer Adlers Aristotle for Everybody is a good general introduction.
Marcus Aurelius, Meditations
[ca. 175 AD]
Personal self-examinations and reflections of a rather untypical Roman emperor, who attempted to model his life on the principles of Stoicism. Countless people over the ages have turned to this modest little book for consolation and inspiration. The best translation is by Maxwell Staniforth (Penguin).
There is a huge gap here between Aurelius and Hegel. I havent read any
Medieval philosophy except Augustine and Aquinas, neither of which I care for.
What little I know of Spinoza seems intriguing, but I cant
say that I understood much of
his Ethics (maybe Ill tackle it again one of these days). Many of the
subsequent philosophers Ive read do not seem all that relevant. For example,
the epistemological problem that Descartes, Locke, Berkeley, Hume, Kant, and
many others have been so concerned about (How can we know for sure what is
really real?) seems to me to be a phony issue, one that is dissolved in
practice rather than solved through reasoning. The epistemological problem
arose as in Europe and America human relationships became increasingly abstract,
and the relation of men to their work became more remote. Six men who have
worked together to build a boat or a house with their own hands do not doubt its
existence (Rexroth). I realize that Descartess practice of beginning by
doubting everything played a salutary role in undermining old orthodoxies and
laying the foundation of modern science, and that Locke had an important
influence on the thinkers of the French and American revolutions; but in both
cases their contributions seem to me to be pretty banal and obvious now. The
same goes for Voltaire and the other French philosophes: We cannot
overrate the debt of gratitude which we owe to these thinkers. For a thousand
years Europe had been a prey to intolerant, intolerable visionaries. The common
sense of the eighteenth century . . . acted on the world like a bath of moral
cleansing. . . . But if men cannot live on bread alone, still less can they do
so on disinfectants (Whitehead).
If you are interested, the works by Russell and Adler listed at the end of this section may serve as introductions to these and other philosophers Ive left out.
G.W.F. Hegel [1770-1831]
Hegel is undeniably difficult, but some familiarity with his work is useful to anyone who wishes to engage in the dialectical type of radical practice initiated by Marx and further developed by the situationists. This dialectical method, which Alexander Herzen called “the algebra of revolution,” cuts through traditional logic, revealing the dynamic manner in which things interact, how they divide, merge, grow, decay, and are transformed, sometimes even into their opposites.
Hegel was a profound thinker, but he was not a clear writer. Commentaries and other secondary readings are thus almost essential. A good starting place might be Peter Singer’s Hegel: A Very Short Introduction. Then try tackling The Philosophy of History. The fact that Hegel is dealing with concrete historical events helps you to see how his ideas play out in practice. The only translation of the complete work is rather old and based on an outdated German edition, but there is a good modern translation of the Introduction, published under the title Lectures on the Philosophy of World History: Introduction (trans. H.B. Nisbet).
If you are at home in the history of literature and art, you might try Hegels Aesthetics. The excellent two-volume edition under that name (trans. T.M. Knox) is expensive and difficult to find, but Henry Paolucci has edited two volumes of selections: Hegel on Tragedy and Hegel on the Arts.
More difficult, but very rich, is The Phenomenology of Spirit. The edition with that title (trans. A.V. Miller, with commentary by J.N. Findlay) is a better translation than the old Baillie version entitled The Phenomenology of Mind. The recent translation by Terry Pinkard may be as good or better than Miller’s. Alexandre Kojèves Introduction to the Reading of Hegel discusses selected chapters of the Phenomenology, notably the dialectic between master and slave. Walter Kaufmanns Hegel: Texts and Commentary contains an annotated translation of the Preface.
Other general commentaries include Walter T. Staces The Philosophy of Hegel, Herbert Marcuses Reason and Revolution: Hegel and the Rise of Social Theory, Jean Hyppolites Studies on Marx and Hegel, C.L.R. Jamess Notes on Dialectics, J.N. Findlays Hegel: A Re-examination, and Walter Kaufmanns Hegel: A Reinterpretation.
[Marxs Introduction to a Critique of Hegels Philosophy of Right]
[Theses on Hegel and Marx in Debords The Society of the Spectacle]
Ludwig Feuerbach, The Fiery Brook: Selected Writings
A good selection by this important transitional figure, who developed from Hegels idealism to a materialistic humanistic philosophy. This advance helped Marx and Engels take the next step: criticizing the passive character of Feuerbachs humanism in favor of a more active and dialectical perspective. See The German Ideology (Part I), Marxs Theses on Feuerbach and Engelss Ludwig Feuerbach and the End of Classical German Philosophy.
Friedrich Nietzsche [1844-1900]
Read Nietzsche as a challenge, not as an authority. Many of his ideas are dubious, but hes one of the greatest of all thought-provokers. The Portable Nietzsche includes his magnum opus, Thus Spoke Zarathustra. Other important works are The Birth of Tragedy, The Genealogy of Morals, Beyond Good and Evil, Daybreak, and The Gay Science. Ecce Homo is his own very egotistical commentary on himself and his writings. The Will to Power is a posthumous hodgepodge of unpublished notes which can less confidently be considered to represent his thought.
Walter Kaufmanns Nietzsche: Philosopher, Psychologist, Antichrist is probably still the best general study. If nothing else, it refutes the gross distortions to which Nietzsches thought has been subjected. (Previously, he was unjustly linked to Nazism and anti-Semitism; in more recent decades he has been enlisted as the supposed ancestor of all sorts of academic hot air, from Heidegger to the postmodernists.)
Alfred North Whitehead, Science and the Modern World
This is an extremely pithy and illuminating examination of the implications of the scientific worldview as it has evolved over the last four centuries. Whitehead sees the world as an infinitely interrelated network of events or processes rather than as the separate entities assumed by traditional science (at least until the advent of relativity and quantum physics). His philosophy of organism has points in common with Taoism and Avatamsaka Buddhism.
This does not mean they are the same thing. The trendy books claiming that modern physics verifies Oriental mysticism are mostly superficial and unreliable. If you want an explanation of the merits and limits of science by someone who knows what hes talking about, read Science and the Modern World. Some parts, especially toward the latter half, are rather abstract and difficult, but you can skim them if necessary and still get a lot out of the remainder.
Another good Whitehead book, Adventures of Ideas, deals with more social and cultural issues. Here again some of the more abstract philosophical chapters are rather difficult, but the rest of the book is fairly accessible. Even more accessible is Dialogues of Alfred North Whitehead (ed. Lucien Price), a series of informal conversations ranging over all sorts of topics.
Bertrand Russell, Wisdom of the West: A Historical Survey of Western Philosophy in Its
Social and Political Setting 
This book gives a convenient overview of the major Western philosophers and philosophical currents, though you should keep in mind that Russell has his own biases and blind spots. Russells collections of essays (e.g. Unpopular Essays and In Praise of Idleness) are generally quite readable, as is his three-volume Autobiography.
Mortimer Adler, The Syntopicon
This is the two-volume Index of Ideas to the Great Books of the Western World set (discussed in the Books on Books section). Adlers introductory essays on 102 basic ideas (e.g. Chance, Emotion, Evolution, God, Government, Happiness, History, Idea, Infinity, Justice, Knowledge, Liberty, Love, Mind, Nature, Revolution, Space, Time, Truth, World) constitute a remarkable achievement concisely and lucidly summing up the issues and the viewpoints of Western writers and thinkers from the ancient Greeks to the twentieth century. Find the second edition (1990) if you can.
Section from Gateway to the Vast Realms (Ken Knabb, 2004).