First Appearance: Daredevil Vol. 1 #1, 1964
Essential Daredevil Vol 1-2. The first 48 issues and the first annual are collected in these cheap trade paperbacks. They feature the first appearances of Daredevil, his friends, and his first enemies.
Daredevil: Yellow. DD's early crimefighting days, when he wore a yellow costume instead of a red one, are re-examined by Jeph Loeb and Tim Sale.
'Daredevil: Man Without Fear. Mini-series by Frank Miller that rewrites Matt's origins in a very dark style.
Daredevil Visionaries: Frank Miller Vol. 1-3. Comics legend Frank Miller gained fame by reinventing Daredevil in the late 70's/early 80's. These books collect issues #159-191, featuring the first meeting between Daredevil and Kingpin; the first appearance, death, and rebirth of Elektra; Daredevil's first bout with madness; and generally serving as the template and standard for every story told after it!
Daredevil: Born Again. Reprinting Daredevil Vol. 1 #227-232. The Kingpin learns that Matt Murdock is Daredevil. He spends months destroying every aspect of Murdock's life, driving him past the point of sanity. At the last moments, when Murdock is literally dying, he finds the strength to fight back. Murdock builds a new life for himself, is reunited with Karen Page and his mother, and hurts the Kingpin bad.
Daredevil Hardcover books Vol. 1-4. The hardcover books collect issues from the current Daredevil series, relaunched in 1998. They include screenwriter Kevin Smith's "Guardian Devil", featuring the death of Karen Page, David Mack's "Echo" about Echo, and Brian Michael Bendis' run since issue #26. You really do need to read every volume and everything after to see the scope and depth of what's happened to Daredevil.
Daredevil Vol. 2 #20-25. For the life of me, I don't know why this isn't available in the hardcover series or a trade book. Matt Murdock is hired to sue Daredevil for damages. It's a fairly simple premise with real-world problems. It's the kind of story Stan Lee would have written in the Silver Age, though in a lot less than 6 issues! Screenwriter Bob Gale and penciler Phil Winslade create a fun, smart story. It's the kind you don't see very often these days. As a bonus, #20 has a short story by Stan Lee and classic Daredevil artist Gene Colan.