Try reading a book like Nausea by Sarte or The Stranger by Camus before you go for any straight texts. allot of Existentialism is about a mood that can not be expressed through words but the novels do a good job of getting the felling across.
I'm surprised that Dostoevsky's Notes from the Underground hasn't been mentioned. I would venture to say that Notes is a greater piece of existentialist literature than Sartre's Nausea.