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Personally I like his early work best, especially Les mots et les choses, but that is a fairly difficult work, so it might not be the best start. It is also in a period where he isn't dealing with power and political things yet, so if that's what you're interesting in you should start later; I'd say with Discipline and Punish.

I think Kant is pretty important to have a general grasp of, certainly for his earlier, archaeological period. For his later, genealogical period perhaps the Genealogy of Morals by Nietzsche might be nice to have read. A decent grasp on structuralism is also important, I think. He rather explicitly does not identify as a structuralist, but there certainly is a close relation. There are even people who simply disagree with him and call him a structuralist.

He gets clearer as he gets older, but for his earlier works you might want to read some secondary literature. This book by Gary Gutting is a pretty good overview of his archaeological period, while this one gives a general overview of his entire work and has been approved by Foucault himself, who went so far as to supply a previously unpublished essay on power as an afterword. I would also highly recommend this article on Foucault by Foucault himself (under the pseudonym of Maurice Florence)

The fact that you studied Kant and Nietzsche already gives you an advantage. Even with that advantage though, I'd say start with secondary sources. Johnathan Culler's On Deconstruction is a good introduction and so is Christopher Norris's Deconstruction: Theory and Practice.

Beyond that, some primary source material would be good as well; but taking on full length works (without an instructor) might prove difficult. An anthology that I always recommend is Mark C. Taylor's Deconstruction in Context. It gives selections from Kant and Hegel, moving through Husserl and Heidegger, onto Bataille and Blanchot, and it ends with Derrida, giving you a broad sketch of the history leading up to deconstruction. From there you can decide what you want to read more of.

• This is an interesting read: The cultural contradictions of capitalism
  
• If you want to go in a different direction, EOW has some pretty interesting things to say about tension between individual & group: The Social Conquest of Earth

Check out some secondary literature/introductions to those subjects/authors. If you want to delve further they usually have helpful "Further Reading" sections that will give you other points of departure, that will hopefully be better paths to understanding than, just say, picking up Of Grammatology.

There is even a continental theory book in the A Very Short Introduction series, but based on the reviews it doesn't sound like it's what you're looking for.

You want Hegel.

Non-mobile:

• Christopher Norris's Deconstruction: Theory and Practice
  
• Mark C. Taylor's Deconstruction in Context
  
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