I still like Hayek’s “The Constitution of Liberty,” flaws and all (his flaw starts with an imprecise definition of “coercion,” and thus he allows for more interventionism than a good Rothbardian would), but in part because he seems “less extreme” and “more reasonable,” it would be a good way to get the typical person’s feet wet.
Then, once they see that, yes, initiation of force is inappropriate and there is no magical quality about the state (or about “all of us doing it together”), you can point out that while Hayek was on the right track, if you refine the principle to be more consistent than he did, and follow through with its logic, then…
To Blake’s list I’d add: Democracy, the God that Failed (by Hoppe) and The Ethics of Liberty (by Rothbard), and perhaps The Economics and Ethics of Private Property (by Hoppe).
I wish David Gordon had come out with a book compiling his philosophical defense of liberty, but he seems to have been too intellectually humble to ever undertake such a project, which I find to be too bad. Well there’s still hope; he’s still around after all. But if he ever does, I’d almost certainly recommend it.