>> The Canon:

Burning Chrome - William Gibson
Gibson's short stories.

Neuromancer
Count Zero - William Gibson
Mona Lisa Overdrive
The "Cyberspace Trilogy."

Mirrorshades the Cyberpunk Anthology - Bruce Sterling ed.

Mindplayers - Pat Cadigan

Heatseeker - John Shirley
A collection of short stories.

Deserted Cities of the Heart - Lewis Shiner

Slam - Lewis Shiner

Software and Wetware - Rudy Rucker

Transreal - Rudy Rucker
A collection of short stories.

Blood Music - Greg Bear

Crystal Express - Bruce Sterling

Schismatrix - Bruce Sterling

Islands in the Net - Bruce Sterling

The Difference Engine - William Gibson and Bruce Sterling

>> Other Useful Fiction:

Halo - Tom Maddox

Globalhead - Bruce Sterling
A collection of short stories.

Patterns - Pat Cadigan
A collection of short stories.

Synners - Pat Cadigan
Cadigan's well-received second novel.

Frontera - Lewis Shiner

Look Into the Sun - James Patrick Kelly

Arachne - Lisa Mason

Snow Crash - Neal Stephenson

Hardwired - Walter Jon Williams

Spacetime Donuts, White Light - Rudy Rucker

Involution Ocean, The Artificial Kid - Bruce Sterling

SEMIOTEXT(E) SF - Rudy Rucker, Peter Lamborn Wilson, Robert Anton Wilson, eds.

>> Magazines

Mondo 2000.
American fashion magazine.

Isaac Asimov's Science Fiction Magazine.
American science fiction magazine.

Interzone
Foremost British SF magazine.

Science Fiction Eye
Cyberpunk literary criticism.

Science Fiction Studies

>> Non-Fiction, Critical Studies

Storming The Reality Studio - Larry McCaffery ed.

Cyberpunk: Outlaws and Hackers on the Computer Frontier - Katie Hafner and John Markoff.
About the outlaw "computer underground."

Across the Wounded Galaxies - Larry McCaffery ed.
Interviews of, for example Gibson and Sterling.