@Albert Camus,
It can be said not without with some degree of truth that what philosophy IS can be found in what philosophers have written. Much of the philosophical tradition is accessible on-line at such places as Project Gutenburg or the Internet Public Library. There are also all sorts of Internet sites devoted to important philosophers;following the links found there will provide further reading.
The Meta-Encyclopedia of Philosophy provides a quick reference to individual philosophers and technical terms.
On the other hand, because of certain positions held by many "existentialists," much of their writing is addressed to a general audience and thus presupposes only a very general knowledge of prior theories. The novel, the play, the short essay, the public lecture are all seen as legitimate means to communicate philosophical ideas. One could arrive at a very good, or at least adequate, understanding of Existentialism by reading these.