Personally I would recommend starting with Human Action by Mises as it represents essentially the purest distillation of that school of thought and the culmination of a lot of Mises' earlier works. Rothbard studied under Mises so it would serve as a good introduction to him as well.
At the end of the day, when it comes to Ludwig von Mises, it's a question of whether or not you believe humans have free will. If you've studied long enough to become a neurologist, you find that free will is laughable.