I'd recommend his origin and earlier stories. In chronological order, trimming the fat, but keeping the essential parts:
X-Factor (vol. 1) 65-68
Cable Minus 1 (if you want, though this actually came out way later. It's not completely necessary)
New Mutants 87-94, 98-100 (though if you want it trimmed even more, you could go with 99-100 and be fine... just know that he took on the New Mutants as his team)
X-Force 1
Cable 1-2 (2-issue mini)
X-Cutioner's Song crossover
X-Force 25 (Fatal Attractions)
Excalibur 70 (Fatal Attractions)
Cable 6-7
Uncanny X-Men 308
X-Men 30 (Wedding of Cyclops & Jean Grey)
Excalibur 75 (not seemingly connected, but it is)
The Adventures of Cyclops & Phoenix 1-4
X-Men 35
Wolverine 85 (Phalanx Covenant)
Cable 16 (Phalanx Covenant)
This is what I consider his essential origin story. If you want to read more of this era that this list kinda hops around, you could the X-Tinction Agenda crossover (which New Mutants 95-97 are a part of), X-Force 1-24 (he's not in all of it, particularly post-X-Cutioner's Song... also there was a crossover with Spider-Man 16), The Kings of Pain Annuals crossover that took place between New Mutants 100 and X-Force 1, and every issue of Cable from 1 (which takes place after X-Cutioner's Song) through issue 15 and on past that.
Now, beyond that, I'd also recommend various runs of his ongoing title later. Particularly from issue 48 on. It was decent before that, but I LOVED it from 48 on through around issue 99 I think.