If you are interested in studying the Suttas I strongly recommend Bhikkhu Bodhi's collection "In the Buddha's Words".
See this thread: viewtopic.php?f=13&t=2392
It's an excellent selection of (mostly his) translations, organized in a logical progression (with many of the stories you are asking about early on) with very clear notes and background explanations. If I had to pick a single book, this would be it. Though I have the full translations that are available for the DN/MN/SN I keep coming back to this one because of the way it is organised. In fact, if someone asks "where did the Buddha say X?" I reach for this contents page of this book. Don't imagine that it's a waste of money if you are eventually going to buy all of the Nikayas. It's cheap ($15), and it gives an extremely efficient way of seeing the whole structure of the teachings.
There is now a set of lectures by Bhikkhu Bodhi that work through the book (very slowly) that he gave over a period of two years or so. I've been listening to these over the last couple of months.
You can download a detailed review, and the front matter and first chapter at the Wisdom site link given in the above thread.