The traditional starting point has often been seen as the
Secrets of Power trilogy;
Never Deal with a Dragon, Choose Your Enemies Carefully, and
Find Your Own Truth. They go over lots of the broad strokes of the Sixth World and how it got this way, and play...uhh...maybe
less "fast and loose" with the game rules than lots of the other books. They're also fun because they take you to Seattle, London, Australia, and lots of points in between. These feature awesome characters like Ghost-Who-Walks-Inside, Dodger, Hart, and Sally Tsung. They've also got some Sam guy in the middle of 'em, too.
Wolf and Raven, by Michael Stackpole, is another oft-cited favorite. W&R was written before the Shadowrun rules, though, so there's some bits of wonkiness where Stackpole's vision isn't quite what Shadowrun grew into (with the main character, Wolf, in particular, now feeling like a very strange but very awesome hybrid of shaman, adept, and shapeshifter, emphasis on awesome). It gives us some neat characters, though, some fun slang and footnotes, and Kid Stealth. It's also nice because it's a collection of short stories, so you don't have to read it in one big go, necessarily, for it to still make sense.
I like
Night's Pawn, because it's a weird sort of espionage, multiple-alias, very elite spy/agent type (Jack Bauer, only semi-retired), kind of over the top story. Lots of high ranking NPCs are floating around, a lot more tension than action, that sort of thing...but it's not for everyone.
Dead Air is probably my guilty pleasure favorite of all the old-school Shadowrun novels. It's not even about a shadowrunner, really (though the main character's getting chased by some), it's about a Combat Biker celebrity superjock with a bajillion dollars and a cool Troll adept surfer dude bodyguard. It's...uhh...better than I just made it sound (in my opinion). For some reason I've just always loved the silly thing.
And...and...and I'm getting tired of typing, now, so I'll let someone else come in and take over. When in doubt, though, if I see Shadowrun novels for a good price, I snatch 'em up. They're not always the most faithful to the setting (since every author has their own idea of what they like, and since they've been written in varying universes, edition by edition), and some of them truly
do have some horrible characters in my opinion (like the assassin/stripper weretiger, the female 'runner who wants a sex change so her gay teammate will love her back, the lesbian stripper vampire hunter, that sort of thing)...but by and large they're worth it, as just
fun reads, if you can get 'em cheap.
I'd also suggest taking a look at eBay sometime. You can often do a search for "Shadowrun lot" and hit it really big, instead of paying just half price at a used book store.