In chronological order.
Batman Adventures: Mad Love (1994): A story of Harley's origin, and her crazy relationship with the Joker. There is an episode in Batman: The Animated Series of the same title.
Batman: Harley Quinn (1999): One-shot by Paul Dini. Famous for introducing her into the DC Universe.
Harley Quinn (2000): A great series centered on Harley Quinn.
- Preludes and Knock-Knock Jokes (issues #1-7)
- Harley Quinn: Night And Day (issues #8-13 and Harley Quinn: Our Worlds at War)
- Welcome to Metropolis (issues #14-25)
Batman: Harley & Ivy (2004): 3 issue mini-series of Harley and her adventures with Poison Ivy.
Gotham City Sirens (2009): 26-issue long series of the Gotham City Sirens (Catwoman, Harley, and Poison Ivy).
- Gotham City Sirens: Union (issues #1-7)
- Gotham City Sirens: Songs of the Sirens (issues #8-13, Catwoman #83)
- Gotham City Sirens: Strange Fruit (issues #14-20)
- Gotham City Sirens: Division (issues #20-21, 23-26)
Legends of the Dark Knight #49 - Dr. Quinn's Diagnosis, Part 1 of 2 and Legends of the Dark Knight #50 - Dr. Quinn's Diagnosis, Part 2 of 2 (2013): A humorous two-part story of Harley putting her psychological expertise into good use: she analyzes the Batman himself!
Kot's run on Suicide Squad: Ales Kot's short run on the New 52 Suicide Squad series (issues #20-23) is worth a read.