In chronological order.
Batman Adventures: Mad Love (1994): A story of Harley's origin, and her crazy relationship with the Joker. There is an episode in Batman: The Animated Series of the same title.
Countdown to Final Crisis (1998): Harley Quinn appears in 20 issues in this series that follows 52. She appears in issues #1, 4, 6, 7, 8, 9, 10, 11, 12, 15, 18, 19, 21, 29, 30, 34, 37, 41, 42, and 43.
Batman: Harley Quinn (1999): One-shot by Paul Dini. Famous for introducing her into the DC Universe.
Harley Quinn (2000): A great series centered on Harley Quinn.
Batman: Harley & Ivy (2004): 3 issue mini-series of Harley and her adventures with Poison Ivy.
Gotham City Sirens (2009): 26-issue long series of the Gotham City Sirens (Catwoman, Harley, and Poison Ivy).
Joker's Asylum II: Harley Quinn (2010: One-shot by James Patrick, narrated by the Joker. Great read!
Legends of the Dark Knight #49 - Dr. Quinn's Diagnosis, Part 1 of 2 and Legends of the Dark Knight #50 - Dr. Quinn's Diagnosis, Part 2 of 2 (2013): A humorous two-part story of Harley putting her psychological expertise into good use: she analyzes the Batman himself!
Kot's run on Suicide Squad (2013): Ales Kot's short run on the New 52 Suicide Squad series (issues #20-23) is worth a read.
New 52 Run by Amanda Conner and Jimmy Palmiotti issues 1-27