If you're going to try to collect the 7000+ comics that Deadpool appears in, I wish you luck. But if you're looking for just key issues to get a general grasp onto Deadpool, the following titles are recommended:
Agent X #1, #3, #7, #13
Amazing Spider-Man #611
Avengers #366
Black Panther #23
Cable #3
Cable & Deadpool #1, #24, #38
Deadpool #0, #1, #4, #14, #27, #28, #33, #34, #57, #65
Deadpool (Vol. 2) #1, #19, #45
Deadpool (Vol. 3) #1, #27, Annual #1
Deadpool: The Circle Chase #1
Deadpool: Merc with a Mouth #7
Deadpool: Sins of the Past #1
Deadpool and Death: Annual 1998 (single issue)
Deadpool Kills the Marvel Universe #1
Heroes for Hire #10, #11
New Mutants #98
New Warriors #53
Nomad #4, #15
Silver Sable #23, #30
Titan #155
Ultimate Spider-Man #91
Wolverine (Vol. 2) #88
Wolverine: Origins #21, #24
X-Force #1, #2, #4, #5, #10, #11, #14, #15, #19
X-Men Origins: Deadpool #1
X-Men Unlimited #28