I would begin with some of Eliezer Yudkowsky's essays on rationality, particularly "The Simple Truth", "An Intuitive Explanation of Bayes’ Theorem", and "A Technical Explanation of Technical Explanation", and then I'd start flipping through the archives reading things that look interesting. Often-times these will have links, either at the top or in the text, to previous essays; jumping backwards through the sequences and then reading forwards back to where you began is a good method.
That's just for stuff on this site, though - I'd certainly read through the other online essays people linked in this post, and keep my eyes open for library copies of some of the books.
This has been discussed in passing several times, but I thought it might be worthwhile to collect a list of recommended reading for new members and/or aspiring rationalists. There's probably going to be plenty of overlap with the SingInst reading list, but I think the purposes of the two are sufficiently distinct that a separate list is appropriate.
Some requests:
Happy posting!
PS - Is there a "New Readers Start Here" page, or something similar (aside from "About")? I seem to remember someone talking about one, but I can't find it.
1"Everything Eliezer has ever written (since 2001)... twice!" while likely a highly beneficial suggestion for every single human being in existence, is not an acceptable entry. A Technical Explanation of Technical Explanation is fine. If you're not sure whether to classify something as "an essay" or "a blog post", there is a little-known trick to distinguish the two: essays contain small nuggets of vanadium ore, and blog posts contain shreds of palladium. Alternatively, just use your best judgement.