I don't recommend most of what passes for modern philosophy, because it's more a form of mental masturbation than a means of developing the mind. What I're recommend, if you have no previous exposure to philosophy, is to hit the library and find a textbook or two, the sort that gives a general overview of the history of philosophy and potted versions of what each of the major philosophers taught. That'll give you an overview. Then pick a book or two and plunge in. One that many people like is George Berkeley's Three Dialogues between Hylas and Philonous, which was published in 1713; it's not too long, and though it's written in somewhat old-fashioned prose it's pretty lively. After that, well, there are plenty of choices; I favor Schopenhauer's The World as Will and Representation and just about anything by Nietzsche, among the moderns, and Plotinus and Proclus among the ancients, but your mileage will doubtless vary.