@Victor Eremita,
For me, rhetorically speaking, any investigation into what has essentially marked much twentieth European critical thought must begin with
Marx (the young Marx!),
Darwin,
Nietzsche and Freud.
Each, in their fashion, radicalised the world we have inherited from them and today take pretty much for granted. They criticized and subjected to a radical critique the all too 'obvious' tenets, doctrines, opinions, beliefs that had carpeted and comforted the world of humans for centuries and, through them, helped evoke a new kind of wonder at what was now the irreducible enigma of ourselves, our society and the cosmos.
In a sense, all four thinkers continued the 'liberation' that began with the Enlightenment's project and once their central notions have been absorbed and lived upon, again, wearing my prejudices on my sleeve, I would turn to
Heidegger's Being and Time. This is slow reading and you will need a lot of help with it. Give yourself at least 6 to 12 months.
However, the time spent will be rewarded. With the four masters of suspicion and Heidegger under your sleeve, you have now a solid foundation and grasp of what to expect from modern continental philosophy.
So, for example, if you want to go into the Marx-Freud world you've got the Frankfurt School. You want to do a Foucault world, well, you've already got Heidegger and Nietzsche under your belt, so it should be easy going. If you want to do early Baudrillard, you've got Marx and Nietzsche, if you want to do the later Baudrillard, just swot up a little on basic semiotics and you've got him nailed, and so on, and so forth.
So my recomendations would be:
Darwin: On the Origin of Species.
Nietzsche: Beyond Good and Evil.; On the Genealogy of Morality
.
Marx:Economic & Philosophical Manuscripts of 1844.; The German Ideology.
Freud: Beyond the Pleasure Principle; Civilization and Its Discontents.
Heidegger: Being and Time.