What order should the majority of them be read in, I am talking about Days of Future Past, X-Cutioners song, Inferno, and the like. Which ones link together?

I'll try to list most of them but my memory is a little shoddy..
Uncanny X-men Essential volume one
X-men Essential 1-4
Dark Phoenix Saga
Days of Future past
New Mutants graphic novel number 4
Asgardian Wars
Inferno
X-tinction Agenda
The Coming of Bishop
X-cutioner's song
Bloodlines
Fatal Attraction
Age of Apocalypse
Onslaught saga

That's all I remember...I have a few of them and plan to get more...

I think the Phalanx Covenant happened between Fatal Attractions and Age of Apocalypse...But who really counts that one?

I would count it! I was just spouting off the ones I remembered, it was in no way a definitive list!

Where does the Earlier stuff fall in, Like Fall of the Mutants and Mutants Massacre? and Mutant Genesis?

dont forget God loves Man kills

Uncanny X-men Essential volume one
X-men Essential 1-4
Dark Phoenix Saga
Days of Future past
New Mutants graphic novel number 4
God loves man kills
Mutant Massacre
Asgardian Wars
Inferno
X-tinction Agenda
Fall of the Mutants
The Coming of Bishop
X-cutioner's song
Bloodlines
Fatal Attraction
Age of Apocalypse
Onslaught saga

This should be the list if memory serves.

i would just like to say that all trades are good you should go and pick up any trades of anything available anywhere

Banes list is pretty acurate, but he left out one of the coolest and most under rated x-men tpbs, From the Ashes. awesome book read it after the Dark phoenix saga, oh and if you want to know how jean grey comes back to life after phoenix, read Phoenix Rising. L8R.

Asgardian Wars happened before Mutant Massacre...I just bought MM for half-off and in it Dani Moonstar is combing her horse brightwind so it must've taken place before then.

I thought Bloodlines happened AFTER Fatal Attractions, but my memory is often failing in my old age