Perhaps I should give a bit of a background as to why i want to start this reading. Lately I have become inspired to become a Christian, and before this i always followed an anus-type of ideology. Im conflicted with two opposing thoughts which is absurd but true. Hence before i make further commitment to any further ideological changes/steps i want to be sure and hence am seeking out the philosophy of life i guess.
wow the response has been great. I guess it seems i should start with the Greeks then.
1. Plato - The Republic
2. Socrates ??
3. Aristotle ??
4. Plotinus ??
Then move onto
5. Nietzsche - The Gay Science
6. Kierkegaard - Diary of a Seducer
7. Teilhard de Chardin ??
8. Schopenhauer - On the Fourfold Root of the Principle of Sufficient Reason
9. Oswald Spengler ??
10. Julius Evola ?? or Guenon and Schuon ??
Also remember to "read around" each author / work and study the cultural and political events, happenings and attitudes of the time (and from previous eras). Also understanding the art of the time helps too. These heavily influence what a philosopher had to write.
It's useful to start off with short summaries of each philosopher to refresh and expand on the knowledge you already have. Penguin has a few useful books of this description and there are plenty of others.
Once you've read some of these move more into depth with specific ancient Greek philosophers (but keep in mind that some of these don't have complete backlogs of material still available, hell some of them only have a few fragments.
Thanks Thamuz, i think this is very important advice.