Also Seneca's Moral letters to Lucilius. The great thing about this and Meditations is that they're freely available online!

Meditations: http://classics.mit.edu/Antoninus/meditations.2.two.html

Seneca's Moral Letters: https://en.wikisource.org/wiki/Moral_letters_to_Lucilius

Meditations by Marcus Aurelius, definitely.