Harvard Classics

And all available from Project Gutenberg! https://www.gutenberg.org/ebooks/bookshelf/40

If you are looking where to start, Mortimer Adler and Charles van Doren's "How to Read a Book" is an excellent and practical introduction to reading these books. They offer some very practical advice on how to go about this : Elementary Reading (basic decoding), Inspectional Reading(skimming for structure), Analytical Reading (deep, thorough engagement with one book), and Syntopical Reading (comparing multiple texts on a topic).

Happy Reading!