The Jewel Ornament of Liberation by Gampopa (the Karma Kagyu bible!).
The Torch of Certainty by Jamgon Kongtrul (classic explanatory text on the preliminaries).
The Hundred-Thousand Songs of Milarepa (Milarepa at his finest).
Tantric Treasures: Three Collections of Mystical Verse from Buddhist India (to get a taste of what the early masters Tilopa and Saraha were all about).
"When one is not in accord with the true view
Meditation and conduct become delusion,
One will not attain the real result
One will be like a blind man who has no eyes."
Naropa - Summary of the View from The Eight Doha Treasures