Take a deep study the Mandukya Upanishad; it's close to the essence of the Upanishads as a whole. To me, it contains a core teaching, a key, to self-realization. The best readable translation of the Mandukya Upanishad is Eknath Easwaran's The Upanishads - start at page 199, with a clear commentary by Michael Nagler. While reading the Mandukya, go to the detailed notes at the back, pages 364 to 366 (also written by Nagler). Before ordering a copy of this excellent collection of the Upanishads, you can view the pages mentioned at Google Books. See the following:
(Click here to view as a full page.)
For a lot of fun exploring more thoughts and practices regard the Mandukay Upanishad, explore Mandukya Upanishad and Yoga: Twelve Verses on OM Mantra.
Read, enjoy, and meditate!