They are all interesting, although quite heavy going in places, as you have to keep track of all the family relationships, and who is related to who and how (through marriage or whatever). The sagas were and are bascially an account of the lives of the original Icelandic settlers and their descendants, who came from Norway in the late 9th Century. I have quite a collection of them, some of which I bought on previous visits to the country (I hope to make my 6th visit next year - the last one was in 2001), and some of which I obtained via a magazine called Iceland Review which I used to subscribe to.
Some of them including Laxdaela Saga are published by Penguin Classics, so you should be able to get them via Amazon or most book shops, but I would recommend that you learn a bit about the history of th country and Viking culture in general (which isn't at all what most people think) first to get the background.
I am convinced I must have had at least some previous lives in Iceland, as I have fascinated by the place for as long as I can remember, and whenever I go the Icelanders think I am one of them and start chatting away to me in Icelandic. One of these days I will learn the language, as I would be able to read the sagas in Icelandic - the language has changed so little in the last 1000 years that it is possible to still do this.