Listmania!
Fairly cheap classics of philosophy.
By an Amazon.com customer
Plato Complete WorksPlato Complete Works by Plato
Buy new: $45.90 / Used from: $34.99
All of the first great philosopher's works (and some that used to be accredited as his but now aren't thought to be) in one book, what more could you want?
Complete Works of Aristotle, Vol. 1Complete Works of Aristotle, Vol. 1 by Aristotle
Buy new: $35.64 / Used from: $27.98
Aristotle - almost as influential as Plato. He has no one single greatest work,so it's best to get them all!
Complete Works of Aristotle, Volume 2Complete Works of Aristotle, Volume 2 by Aristotle
Buy new: $35.64 / Used from: $23.90
This volume actually has more of his truly great works than the first volume.
Aquinas's Shorter Summa: Saint Thomas's Own Concise Version of His Summa TheologicaAquinas's Shorter Summa: Saint Thomas's Own Concise Version of His Summa Theologica by St. Thomas Aquinas
Buy new: $15.61 / Used from: $9.00
I'm not a big fan of abridgements, but the full 3,000 page version is probably a bit much for most people.
The Prince (Bantam Classics)The Prince (Bantam Classics) by Niccolo Machiavelli
Buy new: $4.50 / Used from: $0.01
More famous than it's philosophical merit deserves perhaps, but it's so short you could read it in a couple of hours anyway.
Discourse on Method (Everyman's Library (Paper))Discourse on Method (Everyman's Library (Paper)) by Rene Descartes
Buy used from: $2.61
Descartes is the father of modern philosophy, and this contains his three most important works.
Leviathan (Penguin Classics)Leviathan (Penguin Classics) by Thomas Hobbes
Buy new: $8.80 / Used from: $0.50
Immensely important work on politics.
Ethics (Oxford Philosophical Texts)Ethics (Oxford Philosophical Texts) by Spinoza
Buy new: $27.95 / Used from: $5.50
For some reason hardly anyone has heard of Spinoza, but this work is every bit as great and important as the rest on this list.
Two Treatises of GovernmentTwo Treatises of Government by John Locke
Buy new: $12.74 / Used from: $1.92
Locke, my favourite philosopher. This is one of his two great works.
An Essay Concerning Human Understanding (Penguin Classics)An Essay Concerning Human Understanding (Penguin Classics) by John Locke
Buy new: $11.56 / Used from: $4.15
And this is the other one.
Philosophical Texts (Oxford Philosophical Texts)Philosophical Texts (Oxford Philosophical Texts) by G. W. Leibniz
Buy new: $22.32 / Used from: $9.57
Leibniz - wrong about most things, but still interesting and important. This contains a comprehensive selection of his most important shorter works.
Philosophical Works: Including the Works on Vision (Everyman's Library (Paper))Philosophical Works: Including the Works on Vision (Everyman's Library (Paper)) by George Berkeley
Buy used from: $4.52
Berkeley, even more wrong than Leibniz most of them time, but he's still one of the greats.
A Treatise of Human Nature (Oxford Philosophical Texts)A Treatise of Human Nature (Oxford Philosophical Texts) by David Hume
Buy new: $21.76 / Used from: $10.00
Hume's most important work. Deals with many of the same issues as Locke's Essay (which was written before this), so it might be a good idea to read that first.
Enquiries Concerning Human Understanding and Concerning the Principles of MoralsEnquiries Concerning Human Understanding and Concerning the Principles of Morals by David Hume
Buy new: $27.64 / Used from: $3.99
If you find the Treatise heavy going, try the Enquiries which are more or less "Treatise Lite".
Critique of Pure ReasonCritique of Pure Reason by Immanuel Kant
Buy new: $28.07 / Used from: $15.50
Kant's greatest work. He's difficult to read, but if you don't read Kant other philosophers will laugh at you. And possibly throw things.
Kant: Groundwork of the Metaphysics of Morals (Cambridge Texts in the History of Philosophy)Kant: Groundwork of the Metaphysics of Morals (Cambridge Texts in the History of Philosophy) by Immanuel Kant
Buy new: $12.55 / Used from: $3.47
Another important work from Kant.
Phenomenology of Spirit (Galaxy Books)Phenomenology of Spirit (Galaxy Books) by G. W. F. Hegel
Buy new: $13.57 / Used from: $8.64
Hegel is incredibly historically important. But if you thought Kant was difficult to read...
The Communist Manifesto (Signet Classics)The Communist Manifesto (Signet Classics) by Karl Marx
Buy new: $5.95 / Used from: $0.01
Short AND important - perfect!
Fear and Trembling (Penguin Classics)Fear and Trembling (Penguin Classics) by Soren Kierkegaard
Buy new: $11.20 / Used from: $2.98
A reaction to Hegel. Not Kierkegaard's most important work, but short and useful.
On Liberty and Other Essays (Oxford World's Classics)On Liberty and Other Essays (Oxford World's Classics) by John Stuart Mill
Buy used from: $0.01
Mill's good - he's easy to read and uses common sense like Locke.
Beyond Good & Evil: Prelude to a Philosophy of the FutureBeyond Good & Evil: Prelude to a Philosophy of the Future by Friedrich Nietzsche
Buy new: $9.89 / Used from: $1.46
Nietzsche's most important work, though not according to him...
On the Genealogy of Morals: A Polemic. By way of clarification and supplement to my last book Beyond Good and Evil (Oxford World's Classics)On the Genealogy of Morals: A Polemic. By way of clarification and supplement to my last book Beyond Good and Evil (Oxford World's Classics) by Friedrich Nietzsche
Buy used from: $0.49
Nietzsche's political tract. Nasty, dangerous, and possibly correct.
Tractatus Logico-Philosophicus (Routledge Classics)Tractatus Logico-Philosophicus (Routledge Classics) by Ludwig Wittgenstein
Buy new: $12.21 / Used from: $9.97
Wittgenstein. Concise, often wrong, but he never fails to make you think. Fascinating.
A History of Western PhilosophyA History of Western Philosophy by Bertrand Russell
Buy new: $17.15 / Used from: $4.88
Not Russell's most important work, but a great introduction to the subject.
Being And NothingnessBeing And Nothingness by Jean-Paul Sartre
Buy new: $12.24 / Used from: $5.38
With one space left I figured I might as well throw on a modern existential classic.