I've seen Meditations being mentioned a lot on this thread but for me, 'letters from a stoic' (or 'moral letters to lucillius' ) by Seneca has been more approachable than Meditations.
'Letters from a Stoic' is indeed a masterpiece, and I've found that the Penguin Book's translation is fantastic. It made me feel like I was reading my own grandpa's letters with warm-hearted instructions on how to be a good person when I become a grown-up.