The most important Madison documents include:

Notes on debates and speeches in the Continental Congress (Papers of James Madison, vols. 2-7)

"Memorial and Remonstrance against Religious Assessments" (Papers of James Madison, 8:295-306)

"Vices of the Political System of the United States" (Papers of James Madison, 9:345-58)

Essays for The Federalist (Papers of James Madison, vol. 10)

Essays for the National Gazette (Papers of James Madison, vols. 1, 14)

"Helvidius" essays (Papers of James Madison, vol. 15)

Speeches in the House of Representatives (Papers of James Madison, vols. 12-16)

"Virginia Resolutions" (Papers of James Madison, 17:185-91)

"The Report of 1800" (Papers of James Madison, 17:303-51)

"Detatched Memoranda" (Papers of James Madison, Retirement Series, 1:600-627)

Douglass Adair, ed., "James Madison's Autobiography" (William and Mary Quarterly, 3d ser., 2 [1945]: 191-209).

Those curious about the events at the Constitutional Convention will want to look at Notes of Debates in the Federal Convention of 1787 Reported by James Madison, introduced by Adrienne Koch (Athens, Ohio, 1966).