Check out "The Time Traveler's Almanac", an anthology edited by Ann and Jeff VanderMeer.
It's a huge book containing nearly 70 time travel stories.
Obviously, "The Time Machine" by H. G. Wells is THE classic of the genre. If you haven't read it yet, you might want to get "The Book of Time" (ISBN 978-1-60543-534-3) which contains Wells' novella and two connected texts, as well as a sequel story by Richard Lupoff and three independent but connected stories, also by Lupoff.
Other classic time travel stories are Mark Twain's "A Connecticut Yankee" which has already been mentioned, as well as L. Sprague de Camp's "Lest Darkness Fall". Also Isaac Asimov's "The End of Eternity".
I read and liked Audrey Niffenegger's "The Time Traveler's Wife"; you can read it as a time travel story with heavy romance elements or a romance novel with heavy time travel elements. I usually don't read romance but this one was interesting.
I've heard only the best about Gregory Benford's "Timescape", as well as Connie Willis' series of loosely connected time travel stories, starting with the story "Fire Watch" and the novels "Doomsday Book" and "To Say Nothing of the Dog".
Apparently, Kage Baker's Company series is also great.