The volumes that I have been able to obtain from the Khuddaka Nikaya which have helped me to have a more rounded view of the discourses are the following four:
The Dhammapada, trans. by Narada Thera. If you cannot get Narada's translation, then the one done by Ananda Maitreya (one of Bhikkhu Bodhi's teachers) is well worth looking into and is equally as accurate as Narada Thera's.
The Sutta Nipata, trans. by H. Saddhatissa. Although I initially was unsure of this translation, it has proven to be quite reliable with regard to my ability to corroborate it from my experience.
The Udana &
The Itivuttaka, trans. by John D. Ireland. This is one volume published by the Buddhist Publication Society containing both volumes from the Khuddaka. A very reliable translation.
If you are able, the
Therigatha and the
Theragatha are also probably worth obtaining for the additional areas that they cover. I do not have translations of these volumes, but have seen excerpts from their pages in and among the commentary I have read which has been quite helpful and clarifying, which is the only reason I mention them.
I also have a copy of a translation of the
Patisambhidamagga, which is a book of commentary on meditation practice (it was expensive). This book is not such a necessity to have unless you are wanting to add to your study of books on meditation commentary.
Overall, the initial four books mentioned above (along, perhaps, with the optional two mentioned) is enough to help anyone begin to put the pieces of the
sutta puzzle together. Together with the other four main volumes (Nikayas) from the Tipitaka, this should set anyone up for good clear picture of the discourses the Buddha taught. They cover just about every area of the Dhamma that people have questions about.
"The gift of truth exceeds all other gifts" — Dhammapada, v. 354 Craving XXIV