This is an extremely personal question. I have extreme biases, I personally favour:
Bryan Magee's book on Schopenhauer.
German Idealism/The Fate of reason by Fredrick Beiser.
Hegel and the Hermetic Tradition by Glenn Magee
Kant's Transcendental Idealism: An Interpretation and Defense by Allison
Plato: Complete Works by John Cooper is good
The Paidea series by Jaeger is amazing as is the four volume collection by Giovanni Reale if you're interested in ancient philosophies (like me)
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The 'phenomenological' school is considered important.
Making Sense of Heidegger by Sheehan
Merleau-Ponty's Philosophy by Hass
However I think most true Western thought is to be found in the great works of literature. Ovid/Dante etc. try reading Howard Blooms work "The Western Canon".
Personally I find most western philosophy quite turgid.
At the Existentialist Cafe by Bakewell I think is the best catch-all for phenomenology in many ways despite being part historical rather than full philosophy. Would highly recommend even if one is familiar with the usual suspects featured in it.
The Dream of Reason by Anthony Gottlieb is a good introduction to Greek philosophy. You really should start there, since everything since then is a response to what they had to say.