I like Cable and Psylocke ;-) most of all.
I've gotten some stuff, but wondering how it relates? I remember being pretty confused long ago as well, choosing the X-men most resembling the cartoon and occasional an X-Factor/Force/Cable.
Can you tell me which of the following are related, without spoilers? Maybe 3 are from "Earth ###" and the rest the normal world?
Cable/X-force Messiah War
Cable and X-force
Uncanny X-Force of 2010 and of 2012
Fear Itself Uncanny X-Force
X-Force Age of Apocalypse