With the Guardians of the Galaxy movie just a few months away I've seen a few people asking about where to start reading Marvel Cosmic or the Guardians, so I've decided to compile a list of all the comics that make up the modern Marvel Cosmic universe that inspired the movie. Not all these books have the Guardians as the main characters but but will have one or two of the members in them.
Annihilation Classic (it reprints the origins of Nova, Quasar, Rocket and a few other characters)
Thanos (2003-3004 mini)
Annihilation: Conquest, Book One (Guardians origin told in Annihilation: Star-Lord)
Then current GotG, Nova, Infinity ect
So there ya go people enjoy