Age of Apocalypse
Beginning with the Legion Quest, which sets off the AOA, I'm not seeing any sort of love for these runs.
Legion Quest - X-Men #40, 41, Uncanny X-Men #320, 321.
X-Men Alpha, Omega, Prime.
Generation Next #1-4
Astonishing X-Men #1-4
X-Calibre #1-4
Gambit and the X-Ternals #1-4
Weapon X #1-4
Amazing X-Men #1-4
Factor X #1-4
X-Man #1-4
X-Men Chronicles #1-2
Plus some peripheral books, like "Tales from the Age of Apocalypse", etc.
A nice, self-contained story, and the first real focus on Apocalypse as a main villain throughout the X-Universe.