Eight Upanishads, with the Commentary of Sankaracarya, Vol. I

Of all the translations I've read - and that's quite a few - this translation best reflects the structure, rhythym, and order of meaning as it exists in the original Sanskrit. So many translations "help" the original by straightening out statements, which sometimes makes them easier to understand on first encountering them, but in the end, hides the complexity and subtlety woven into the original. Gambhirananda's language, while not as accessible as some, is the "must have" if you want to study these Upanishads seriously.