"Cutting Through" was a real wake-up call when it first appeared, a game-changer for me and a lot of other people. "Myth of Freedom" and "Journey Without Goal" are also quite good, but the impact and influence of "Cutting Through" were profound and it's a sensible place to begin.
"All the sublime teachings, so profound--to throw away one and then grab yet another will not bear even a single fruit. Persevere, therefore, in simply one."
--Dudjom Rinpoche, "Nectar for the Hearts of Fortunate Disciples. Song No. 8"