Classical
Apology - Plato
Crito - Plato
Phaedo - Plato
Republic - Plato
The Extant Works of Epicurus

Hellenistic
On the Shortness of Life - Seneca
Discourses (Epictetus) - Arrian
Enchiridion (Epictetus) - Arrian
Meditations - Marcus Aurelius

Medieval European
On Light - Robert Grosseteste

Early Modern European
Beyond Good and Evil - Friedrich Nietzche

Other
Tao te Ching - Lao Tzu
The Canon of Reason and Virtue - Lao Tze
Book of Five Rings - Miyamoto Musashi
The Way of Peace - James Allen

Related History
Lives of the Eminent Philosophers - Diogenes Laërtius
The History of Philosophy, Without Any Gaps - Peter Adamson

1. Letters from a Stoic - Seneca
2. Symposium - Plato
3. Timaeus - Plato
4. Rhetoric - Aristotle
5. Confessions - Augustine of Hippo
6. On the Nature of Things - Titus Lucretius Carus
7. Outlines of Pyrrhonism - Sextus Impericus
8. On Nature - Heraclitus of Ephesus
9. Become What You Are - Alan Watts
10. On interpretation - Aristotle
11. Ethics - Peter Abelard
12. Thus Spoke Zarathustra - Friedrich Nietzche
13. Observations on the Feeling of the Beautiful and Sublime - Immanuel Kant
14. The Way of Chuang Tzu - Thomas Merton
15. Beginner's Mind, Zen Mind - Shunryu Suzuki
16. Orientalism - Edward Said
17. The Book of Joy - Dalai Lama
18. Brief History of Everything - Ken Wilbur
19. The Path of Aloneness - Myamoto Musashi
20. As a Man Thinketh - James Allen

My main passion has been reading ancient greek and roman philosophy, but friends are encouraging me to interact with far eastern philosophy, as well as more modern western philosophy, as reflected in the recomendations on this list. I would also like to be turned on to particular titles in Indian philosophy, as well as some Averroes or other middle eastern thinkers (though it still part of the western tradition).