
Nietzsche called The Gay Science "the most personal of all my books." It was here that he first proclaimed the death of God -- to which a large part of the book is devoted -- and his doctrine of the eternal recurrence. Walter Kaufmann's commentary, with its many quotations from previously untranslated letters, brings to life Nietzsche as a human being and illuminates his philosophy. The book contains some of Nietzsche's most sustained discussions of art and morality, knowledge and truth, the intellectual conscience and the origin of logic. Most of the book was written just before Thus Spoke Zarathustra, the last part five years later, after Beyond Good and Evil. We encounter Zarathustra in these pages as well as many of Nietzsche's most interesting philosophical ideas and the largest collection of his own poetry that he himself ever published. Walter Kaufmann's English versions of Nietzsche represent one of the major translation enterprises of our time. He is the first philosopher to have translated Nietzsche's major works, and never before has a single translator given us so much of Nietzsche.
What I referenced above is the book I recommend, "Jung's Seminar on Nietzsche's Zarathustra." It is a transcription of academic lectures Carl Jung gave on Nietzsche- where he offers his own semi-translation and interpretation of the meaning.
I cannot think of a non-arrogant way to say this, so won't try (Nietzsche sure wouldn't have): but Nietzsche was an extremely smart person with subtle ideas, and most people- including academic translators that are supposed to be experts on his work, simply cannot understand his ideas, and therefore cannot translate them properly. One needs to be able to relate to his ideas from personal experience and (for lack of a better word) spiritual development, and also be able to appreciate complex nuance to really get it. This is confounded by the fact that Nietzsche had an obtuse style on purpose- he actively wanted his work to be exclusive, and not easily understandable, and actually often tried to be misleading or confusing on purpose. Carl Jung had a deep understanding of Nietzsche, that none of the English language translators have.
I have read all of his work, and it took me quite a while, including reading Jung's seminars to really feel I could grasp the bigger picture of his ideas. And once I did, I could clearly see that the translators who had translated and commented on his work were really only getting at the surface, and not really understanding- and then also choosing the wrong words when translating as a result, which was making it even harder to understand.
Also, if you are going to directly read his work, don't read Zarathustra first as it is an especially hard read- it is written in the style of an ancient religious text and not philosophy- The Gay Science would probably be my recommendation.
Thus Spoke Zarathustra The Gay Science Human All Too Human
I wouldn't pick Meditations as being a intro classical philosophy tho, the Stoics were very much their own school of thought, and not the primary one that carried forward into later eras. It's a fascinating school of thought, but more also a diversion in getting up to speed (another great side-path from the same era is Pyrrhonian Skepticism!). Aurelius is also really late chronologically (and frankly not a philosopher at all... The modern equivalent would be a celebrity publishing a self-help book, still an extremely fascinating historical document tho).
I'm a huge fan of the Alan Bloom version of Plato's Republic. But if we're getting specifically into Plato, I'd feel remiss if I didn't mention the Euthyphro too.
There is also a _lot_ to be said in favor of reading the history of philosophy in rough order. It's a conversation through the millennia, and you can't truly understand what an author is saying unless you understand the context they are replying to. Eg. Kant is frankly unintelligible (and subject to wild misinterpretation) unless he is read as a rebuttal to Hume's continuation of Descartes's protect (as Kant himself says in the intro to the first critique).
Re analytic philosophy: In the words of my thesis advisor "breaking philosophy down into the categories of analytic and continental is like breaking down cars into the categories of those-with-four-wheel-drive and those-made-in-Europe".
The Upanishads - Eknath Easwaran translation
Season in Hell - Arthur Rimbaud
Modern Man in Search of a Soul - Carl Jung
Abandoned Fragments - Franz Kafka
Philosophical Grammar - Ludwig Wittgenstein
The Gay Science - Friedrich Nietzsche
Hapworth 16, 1924 - JD Salinger
The Dream Machine - M. Mitchell Waldrop