The two best works to begin with are the Enquiry Concerning Human Understanding and the Dialogues Concerning Natural Religion; they are highly readable and contain most of his key insights in epistemology and philosophy of religion, respectively. The Treatise on Human Nature is much longer exposition of the same points of the Enquiry; it has many of Hume's greatest and deepest passages (including the famous one about deriving "ought" from "is") but it is quite more difficult for the casual reader.