While obviously not in continuity anymore, it's a good way to get into the concept of the team and their characterizations, which mostly stay intact through each reboot. I'd go with "The Legion" comic that came out ... 2001? Dan Abnett and Andy Lanning (aka "DnA") had a great run with some awesome Olivier Coipel art. The "Legion Lost" and "Legion Wrolds" minis lead up to that relaunch, but are not totally necessary ("Legion Lost" was more important and also better though, imo) If that floats your boat, the series continued to be pretty good when Batista took on the art duties.