The Pali Cannon has been published in a number of books by Wisdom: The Middle Length Discources of the Buddha, The Long Discources, The Connected Discources, and the Numerical Discources. They'll take up a chunck of your bookshelf!

I believe the Visuddimaga is also considered part of the Pali Cannon. They are the original teachings of the Buddha.
The Yoga Sutras don't have anything to do with this stuff.

I enjoyed "In the Buddha's Words: An Anthology of Discourses from the Pali Canon," by Bhikkhu Bodhi. It's not super short (over 400 pages) but it's a lot shorter than reading the whole Pali Canon, and it's a pretty representative sampling (more than just the standard greatest hits playlist). By the time I finished it I felt I had a much better lay of the early Buddhist land. It might also give you a sense of what you are interested in reading, so you can go on to explore more. 

Theravada Buddhism is the oldest sect and has the oldest texts.  They're structured into three 'baskets', one is rules for monastics, two for all the suttas, and three for the Abhidhamma.  Within Theravada Buddhism there are further subdivisions, some teachers recognize the Vissudhimagga, and some don't (it was written long after the Buddha died).

The second basket - there are four big books called the Nikayas (these are what someone is usually referring to when they say "the suttas" in conversation), and there's a fifth Khuddaka Nikaya which contains collections of miscellaneous sayings.  Here's a chart:   https://readingfaithfully.org/simple-chart-of-the-sutta-pitaka/

I've only seen people reading the four main nikayas, and the Dhammapada, Ituvitaka and Udana.  The other texts in the Khuddaka Nikaya are a bit obscure?

It's a noble goal to read the suttas, but they're prettty dry reading.  I agree with what Martin posted, try "In the Buddha's words" as an intro before buying 40+ pounds of books.

Hey guy's, sorry for the late reply, I haven't been feeliing so weil lately but thank you very much for the great informations! 

Hi, thanks for the book "In the Buddha's Words" its very good to start! ;)