For me, these visual novel get priorities,
Shingetsutan Tsukihime a.k.a Melty Blood
A TYPE-MOON visual novel, it's also known as Tsukihime, well, the main protagonist, Shiki killed a vampire but the vampire came back...uh...how do I explain, revived? But it seems like the storyline gets better and better as many secrets and then some other good side story and scenarios appears... Anyways it's 18+, if you're below 18, don't bother with this visual novel...
Fate/Stay Night
Another TYPE-MOON visual novel, compared to Tsukihime, for me, I think Fate/Stay Night is better with it's storyline. It's divided into three scenarios and the scenario must be unlocked through a scenario only then another scenario. The first scenario Fate, the second scenario, Unlimited Blade Works (my favourite scenario ^^) and the third Heaven's Feel. I think if you're a visual novel collector, you must have this visual novel and anyways, it's 18+.
Fate/Hollow Ataraxia
Owh, it's Fate/Stay Night sequel but the plot seems a bit weaker than Fate/Stay Night. It's 18+ though.
Chaos;Head
From Nitro+, I think Chaos;Head visual novel is good and seen it as a revolutionary visual novel as it gives one a new different feeling of visual novel as the main hero, Nishijo Takumi is a simple otaku with unusual delusion and it gives the feeling of different as the story gains complexity and became the weirdest visual novel I've seen. Yay! no 18+!
Clannad
What should I say anymore, even most people loves Clannad. Clannad is from KEY, whom made Kanon too. Although the visual novel is exactly the same like the anime, there is still a difference with another scenario... You can go to Tomoyo, Kyou, and some other charcters route if you wants too...ahaha.. Anyways, there are two type of Clannad release, one without 18+ scene and one with 18+ scene.
Kanon
Well, Kanon is a really good visual novel and it's even if compared to Clannad. It's from KEY too. I don't think I should make this longer... it's superb but 18+.
Canvas 2 - Niji Iro No Sketch
From F&C F01, Canvas have a good storyline with some sort of art complexity. The story revolves around Kamikura Hiroki, an adviser for art club on a school and the girls around him. Of course, Canvas 2 gives different scenario as different character became the main subject. It's 18+ too..uh... wait, there's Canvas 3 already..? Gotta buy them now and wait for the translations ^^