Amazing Spider-Man 361
Amazing Spider-Man 361 is the first full appearance and a must-have for any Carnage fan. Although it is not the first appearance of Cletus Kassady, the issue is were things truly kick off and I would also advise reading the two issues that come after it seeing as they are a continuation of the story. Rather than buying the comic, it is possible to collect the appearance in trade paperback form. Spider-Man: Carnage would be suitable.
Maximum Carnage is probably the story most associated with Carnage. Although it may seem to drag on for some, I would advice having it if you're interested in Carnage seeing as it could be argued to be the definitive story for the character. It can be collected in Spider-Man: Maximum Carnage.
Venom vs Carnage
For me, this was an enjoyable read and, although the focus isn't on Carnage alone, the arc is fairly important for a Carnage fan seeing as it involves the birth of his son. It can be collected in an eponymous trade paperback.